+17.0%
CDNS vs PSX
+134.3%
-117.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.5% | +0.1% |
| 7D | -7.2% | +1.8% | -9.0% | -7.5% |
| 30D | -14.3% | +21.6% | -35.9% | -17.3% |
| 3M | -27.2% | +46.5% | -73.7% | -32.4% |
| 6M | -4.5% | +62.0% | -66.5% | -13.8% |
| YTD | -9.0% | +106.3% | -115.3% | -22.6% |
| 1Y | -21.3% | +103.0% | -124.3% | -33.1% |
| All | +17.0% | +134.3% | -117.2% | -8.1% |
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 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