+16.2%
PM vs CDNS
-21.5%
+37.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.9% | +4.1% | +0.8% |
| 7D | -1.3% | -9.2% | +7.9% | -2.5% |
| 30D | -2.6% | -16.3% | +13.7% | -4.7% |
| 3M | +5.8% | -27.9% | +33.7% | +1.5% |
| 6M | +10.6% | -4.3% | +14.9% | +8.4% |
| YTD | +17.2% | -9.1% | +26.3% | +14.1% |
| All | +16.2% | -21.5% | +37.7% | +11.1% |
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