+1,166.2%
CDNS vs PSX
+368.0%
+798.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.8% | -3.9% | -3.2% |
| 7D | +1.0% | +7.8% | -6.8% | -0.5% |
| 30D | -2.0% | -10.9% | +8.9% | 0.0% |
| 3M | -0.2% | +14.5% | -14.7% | -3.4% |
| 6M | -8.9% | +56.1% | -65.0% | -17.6% |
| YTD | +3.3% | +109.6% | -106.2% | -12.7% |
| 1Y | +2.2% | +95.5% | -93.3% | -12.4% |
| 3Y | +22.4% | +156.2% | -133.8% | -2.7% |
| 5Y | +78.0% | +310.0% | -232.0% | +25.1% |
| All | +1,166.2% | +368.0% | +798.2% | +707.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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