+763.1%
PM vs CDNS
+2,612.7%
-1,849.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.0% | +2.0% | -1.4% |
| 7D | -4.9% | -14.0% | +9.1% | -2.7% |
| 30D | -3.4% | -13.2% | +9.8% | -1.4% |
| 3M | +5.2% | -28.9% | +34.1% | +10.2% |
| 6M | +3.7% | -4.2% | +7.9% | +3.1% |
| YTD | +15.8% | -6.4% | +22.1% | +15.1% |
| 1Y | +17.4% | -16.2% | +33.6% | +18.3% |
| 3Y | +116.9% | +20.2% | +96.8% | +99.5% |
| 5Y | +117.3% | +76.6% | +40.7% | +80.8% |
| 10Y | +193.8% | +1,029.7% | -835.9% | +64.5% |
| All | +763.1% | +2,612.7% | -1,849.6% | +247.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling