+1,166.2%
CDNS vs PWR
+1,844.4%
-678.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.4% | -2.8% |
| 7D | +1.0% | +11.3% | -10.3% | -3.3% |
| 30D | -2.0% | -8.9% | +6.9% | +0.6% |
| 3M | -0.2% | -10.5% | +10.3% | +2.7% |
| 6M | -8.9% | -22.2% | +13.3% | -2.1% |
| YTD | +3.3% | +42.7% | -39.4% | -16.4% |
| 1Y | +2.2% | +41.1% | -38.9% | -17.0% |
| 3Y | +22.4% | +242.7% | -220.4% | -34.6% |
| 5Y | +78.0% | +418.5% | -340.5% | -22.2% |
| All | +1,166.2% | +1,844.4% | -678.2% | +211.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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