-16.2%
CDNS vs PR
+76.5%
-92.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.6% | -2.4% | -4.1% |
| 7D | -14.0% | +2.9% | -16.9% | -13.9% |
| 30D | -13.2% | +18.0% | -31.2% | -12.4% |
| 3M | -28.9% | +16.9% | -45.8% | -28.2% |
| 6M | -4.2% | +28.2% | -32.4% | -4.6% |
| YTD | -6.4% | +69.3% | -75.7% | -7.1% |
| 1Y | -16.2% | +69.5% | -85.7% | -21.5% |
| All | -16.2% | +76.5% | -92.7% | -21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded PR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling