+1,242.9%
CDNS vs PR
+66.7%
+1,176.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.1% | +6.2% | +5.2% |
| 7D | +2.1% | -12.4% | +14.5% | +2.8% |
| 30D | -4.6% | -6.6% | +1.9% | -4.3% |
| 3M | -0.8% | +7.5% | -8.3% | -1.3% |
| 6M | -7.2% | +10.8% | -18.0% | -7.9% |
| YTD | +7.7% | +57.0% | -49.4% | +4.8% |
| 1Y | +3.5% | +67.9% | -64.4% | +0.4% |
| 3Y | +31.2% | +87.6% | -56.4% | +26.2% |
| 5Y | +84.5% | +220.4% | -135.8% | +72.2% |
| 10Y | +1,242.9% | +64.8% | +1,178.1% | +1,297.5% |
| All | +1,242.9% | +66.7% | +1,176.2% | +1,297.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling