+21.2%
CDNS vs PWR
+201.3%
-180.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.7% | -4.7% | -4.2% |
| 7D | -14.0% | +3.6% | -17.6% | -15.1% |
| 30D | -13.2% | -8.6% | -4.6% | -10.7% |
| 3M | -28.9% | -13.2% | -15.7% | -25.9% |
| 6M | -4.2% | +9.9% | -14.1% | -10.8% |
| YTD | -6.4% | +48.0% | -54.4% | -24.4% |
| 1Y | -16.2% | +66.2% | -82.4% | -36.7% |
| All | +21.2% | +201.3% | -180.1% | -27.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling