+23.0%
CDNS vs PSA
+24.5%
-1.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.8% | -3.8% |
| 7D | -14.0% | -3.7% | -10.3% | -13.4% |
| 30D | -13.2% | -7.7% | -5.4% | -11.9% |
| 3M | -28.9% | -0.6% | -28.3% | -29.0% |
| 6M | -4.2% | -0.9% | -3.3% | -4.5% |
| YTD | -6.4% | +18.7% | -25.0% | -10.5% |
| 1Y | -16.2% | +7.6% | -23.9% | -18.3% |
| All | +23.0% | +24.5% | -1.6% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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