+1,044.2%
CDNS vs PSLV
+190.6%
+853.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.5% |
| 7D | -1.1% | -3.5% | +2.3% | -0.5% |
| 30D | -10.4% | -2.1% | -8.3% | -10.1% |
| 3M | -24.6% | -1.6% | -22.9% | -24.6% |
| 6M | -1.6% | -25.5% | +23.9% | +3.4% |
| YTD | -7.4% | -11.4% | +4.0% | -9.2% |
| 1Y | -18.4% | +48.6% | -67.0% | -30.4% |
| 3Y | +19.0% | +166.9% | -147.9% | -13.7% |
| 5Y | +73.4% | +152.4% | -79.0% | +25.3% |
| All | +1,044.2% | +190.6% | +853.6% | +613.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 10y: compounded portfolio wealth divided by compounded PSLV 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…
10y analysis · Full analysis span regression · 6 months rolling