-5.3%
PG vs CDNS
-15.6%
+10.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.0% | +3.7% | -0.8% |
| 7D | +1.9% | -14.0% | +15.9% | +0.2% |
| 30D | -0.2% | -13.2% | +12.9% | -1.7% |
| 3M | +4.8% | -28.9% | +33.7% | +1.0% |
| 6M | -6.1% | -4.2% | -1.9% | -7.1% |
| YTD | +4.5% | -6.4% | +10.8% | +3.2% |
| 1Y | -5.3% | -16.2% | +10.9% | -6.8% |
| All | -5.3% | -15.6% | +10.3% | -6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling