+1,147.7%
CDNS vs PR
+169.5%
+978.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.6% | -2.4% | -3.9% |
| 7D | -14.0% | +2.9% | -16.9% | -14.1% |
| 30D | -13.2% | +18.0% | -31.2% | -13.9% |
| 3M | -28.9% | +16.9% | -45.8% | -29.5% |
| 6M | -4.2% | +28.2% | -32.4% | -5.6% |
| YTD | -6.4% | +69.3% | -75.7% | -9.1% |
| 1Y | -16.2% | +69.5% | -85.7% | -18.8% |
| 3Y | +20.2% | +81.7% | -61.5% | +15.7% |
| 5Y | +76.6% | +422.2% | -345.6% | +62.9% |
| 10Y | +1,029.7% | +110.4% | +919.3% | +1,039.8% |
| All | +1,147.7% | +169.5% | +978.2% | +1,135.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling