+28.1%
CDNS vs PR
+64.2%
-36.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.9% | +0.8% | +2.4% |
| 7D | -2.4% | -16.4% | +14.0% | +0.8% |
| 30D | -10.2% | -1.9% | -8.3% | -10.1% |
| 3M | -5.5% | +8.0% | -13.4% | -7.8% |
| 6M | -9.9% | +4.1% | -14.0% | -11.7% |
| YTD | +2.3% | +58.7% | -56.3% | -11.7% |
| 1Y | -1.4% | +75.8% | -77.2% | -17.7% |
| 3Y | +28.1% | +73.2% | -45.1% | +7.4% |
| All | +28.1% | +64.2% | -36.2% | +7.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling