+3.3%
PEP vs CDNS
+73.4%
-70.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.5% | +5.7% | +0.3% |
| 7D | +6.7% | -9.1% | +15.8% | +6.8% |
| 30D | +13.5% | -13.4% | +26.9% | +13.8% |
| 3M | +3.9% | -7.6% | +11.5% | +4.0% |
| 6M | -6.0% | -11.9% | +5.9% | -5.9% |
| YTD | +2.5% | -0.4% | +2.8% | +1.9% |
| 1Y | +3.9% | -4.9% | +8.9% | +3.6% |
| 3Y | -4.7% | +24.8% | -29.5% | -9.4% |
| All | +3.3% | +73.4% | -70.0% | -9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CDNS.
Daily Out/Under-Performance
Portfolio return minus CDNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDNS 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 5y: compounded portfolio wealth divided by compounded CDNS 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…
5y analysis · Full analysis span regression · 6 months rolling