+32.8%
PM vs CDNS
+2.6%
+30.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.1% | +4.3% | +0.8% |
| 7D | +0.5% | +1.0% | -0.4% | +0.7% |
| 30D | -3.2% | -2.0% | -1.3% | -3.3% |
| 3M | +6.2% | -0.2% | +6.5% | +6.6% |
| 6M | +7.7% | -8.9% | +16.6% | +6.5% |
| YTD | +27.3% | +3.3% | +23.9% | +25.8% |
| 1Y | +32.8% | +2.2% | +30.6% | +30.9% |
| All | +32.8% | +2.6% | +30.2% | +30.9% |
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