+1,700.1%
CDNS vs PSKY
-63.1%
+1,763.1%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.8% | +3.3% | -0.3% |
| 7D | -9.4% | -24.6% | +15.1% | -3.7% |
| 30D | +14.5% | -36.1% | +50.6% | +26.1% |
| 3M | -12.3% | -36.0% | +23.7% | -5.4% |
| 6M | +4.1% | -40.5% | +44.6% | +14.3% |
| YTD | +2.2% | -47.7% | +49.9% | +14.5% |
| 1Y | -1.5% | -58.4% | +56.9% | +16.2% |
| 3Y | +27.1% | -40.7% | +67.8% | +21.0% |
| 5Y | +105.1% | -80.0% | +185.1% | +154.8% |
| 10Y | +1,129.4% | -84.4% | +1,213.8% | +1,226.5% |
| All | +1,700.1% | -63.1% | +1,763.1% | +829.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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