+122.5%
PM vs CDNS
+19.0%
+103.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.0% | +2.0% | -2.2% |
| 7D | -4.9% | -14.0% | +9.1% | -5.7% |
| 30D | -3.4% | -13.2% | +9.8% | -4.1% |
| 3M | +5.2% | -28.9% | +34.1% | +3.4% |
| 6M | +3.7% | -4.2% | +7.9% | +3.0% |
| YTD | +15.8% | -6.4% | +22.1% | +14.9% |
| 1Y | +17.4% | -16.2% | +33.6% | +16.2% |
| All | +122.5% | +19.0% | +103.5% | +110.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling