+843.8%
PM vs CDNS
+2,865.0%
-2,021.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.7% | -4.5% | -2.2% |
| 7D | -5.2% | -2.4% | -2.8% | -4.9% |
| 30D | +2.7% | -10.2% | +12.9% | +4.2% |
| 3M | +6.1% | -5.5% | +11.6% | +6.6% |
| 6M | +18.0% | -9.9% | +27.9% | +18.6% |
| YTD | +26.6% | +2.3% | +24.2% | +23.8% |
| 1Y | +36.7% | -1.4% | +38.1% | +34.3% |
| 3Y | +146.0% | +28.1% | +117.9% | +123.9% |
| 5Y | +164.1% | +79.7% | +84.4% | +119.7% |
| 10Y | +238.8% | +1,183.3% | -944.5% | +85.4% |
| All | +843.8% | +2,865.0% | -2,021.2% | +273.2% |
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 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