-15.8%
CDNS vs PSX
+101.7%
-117.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.1% |
| 7D | -6.5% | +1.5% | -8.0% | -6.4% |
| 30D | -13.0% | +15.8% | -28.8% | -12.3% |
| 3M | -26.0% | +43.0% | -69.0% | -25.0% |
| 6M | -2.8% | +61.1% | -63.9% | -2.1% |
| YTD | -8.8% | +104.5% | -113.4% | -6.3% |
| 1Y | -15.8% | +102.5% | -118.4% | -13.8% |
| All | -15.8% | +101.7% | -117.5% | -13.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling