+1,227.5%
CDNS vs PR
+147.8%
+1,079.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -4.9% | -0.6% | -5.3% |
| 7D | -9.1% | -16.5% | +7.4% | -8.4% |
| 30D | -13.4% | -4.5% | -8.9% | -13.2% |
| 3M | -7.6% | +8.5% | -16.1% | -8.1% |
| 6M | -11.9% | -3.3% | -8.6% | -12.0% |
| YTD | -0.4% | +55.7% | -56.1% | -3.0% |
| 1Y | -4.9% | +82.0% | -87.0% | -8.2% |
| 3Y | +24.8% | +62.5% | -37.6% | +20.7% |
| 5Y | +75.0% | +223.9% | -149.0% | +63.4% |
| 10Y | +1,149.2% | +64.2% | +1,085.0% | +1,165.7% |
| All | +1,227.5% | +147.8% | +1,079.7% | +1,218.7% |
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