+1,199.9%
CDNS vs PR
+72.8%
+1,127.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.5% | -0.9% |
| 7D | -0.1% | -0.5% | +0.4% | -0.1% |
| 30D | -5.5% | -4.6% | -0.9% | -5.3% |
| 3M | +0.5% | +4.7% | -4.2% | +0.2% |
| 6M | -9.6% | +12.4% | -22.0% | -10.3% |
| YTD | +5.3% | +62.9% | -57.5% | +2.3% |
| 1Y | +3.4% | +70.6% | -67.2% | +0.1% |
| 3Y | +25.9% | +90.0% | -64.1% | +20.9% |
| 5Y | +85.8% | +255.5% | -169.7% | +72.8% |
| 10Y | +1,199.9% | +78.7% | +1,121.1% | +1,259.8% |
| All | +1,199.9% | +72.8% | +1,127.1% | +1,259.8% |
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