+26.3%
CDNS vs PSX
+155.7%
-129.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.4% | +1.0% |
| 7D | +7.0% | +6.4% | +0.6% | +6.1% |
| 30D | -0.3% | -10.2% | +9.9% | +1.0% |
| 3M | +3.2% | +17.2% | -14.0% | -0.4% |
| 6M | -6.9% | +51.8% | -58.7% | -14.8% |
| YTD | +6.6% | +108.0% | -101.4% | -10.2% |
| 1Y | +5.6% | +96.1% | -90.5% | -9.8% |
| All | +26.3% | +155.7% | -129.4% | -1.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling