+3,309.4%
PEP vs CDNS
+6,872.6%
-3,563.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.3% |
| 7D | +1.1% | -0.1% | +1.1% | +1.0% |
| 30D | +13.6% | -5.5% | +19.1% | +14.0% |
| 3M | +5.1% | +0.5% | +4.6% | +4.8% |
| 6M | -1.6% | -9.6% | +8.0% | -1.3% |
| YTD | +3.3% | +5.3% | -2.0% | +2.0% |
| 1Y | +3.2% | +3.4% | -0.1% | +2.0% |
| 3Y | -3.9% | +25.9% | -29.8% | -7.8% |
| 5Y | +4.0% | +85.8% | -81.7% | -4.3% |
| 10Y | +90.1% | +1,199.9% | -1,109.7% | +49.7% |
| All | +3,309.4% | +6,872.6% | -3,563.2% | +1,703.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling