+2,423.3%
CDNS vs PSX
+1,139.4%
+1,283.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.2% | -4.2% | -4.0% |
| 7D | -14.0% | +4.5% | -18.6% | -14.9% |
| 30D | -13.2% | +26.6% | -39.8% | -17.7% |
| 3M | -28.9% | +39.3% | -68.2% | -34.2% |
| 6M | -4.2% | +56.8% | -61.0% | -14.0% |
| YTD | -6.4% | +101.8% | -108.2% | -20.9% |
| 1Y | -16.2% | +99.6% | -115.8% | -29.3% |
| 3Y | +20.2% | +140.3% | -120.2% | -4.5% |
| 5Y | +76.6% | +339.3% | -262.7% | +18.6% |
| 10Y | +1,029.7% | +369.9% | +659.8% | +582.5% |
| All | +2,423.3% | +1,139.4% | +1,283.8% | +1,029.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling