+28.1%
CDNS vs PWR
+221.1%
-193.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +6.3% | -3.5% | +0.6% |
| 7D | -2.4% | -12.9% | +10.4% | +1.5% |
| 30D | -10.2% | -22.8% | +12.7% | -2.5% |
| 3M | -5.5% | -19.0% | +13.5% | +0.5% |
| 6M | -9.9% | -31.1% | +21.2% | +1.2% |
| YTD | +2.3% | +28.3% | -25.9% | -15.3% |
| 1Y | -1.4% | +22.2% | -23.6% | -16.7% |
| 3Y | +28.1% | +222.2% | -194.1% | -35.1% |
| All | +28.1% | +221.1% | -193.0% | -35.1% |
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 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