+125.1%
PM vs CDNS
+72.8%
+52.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.9% | +4.1% | +1.2% |
| 7D | -1.3% | -9.2% | +7.9% | -1.4% |
| 30D | -2.6% | -16.3% | +13.7% | -2.7% |
| 3M | +5.8% | -27.9% | +33.7% | +5.5% |
| 6M | +10.6% | -4.3% | +14.9% | +9.9% |
| YTD | +17.2% | -9.1% | +26.3% | +16.5% |
| 1Y | +17.6% | -21.2% | +38.9% | +17.2% |
| 3Y | +124.3% | +19.4% | +104.9% | +117.2% |
| 5Y | +125.1% | +71.6% | +53.5% | +108.6% |
| All | +125.1% | +72.8% | +52.3% | +108.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling