+1,166.2%
CDNS vs ARWR
+1,024.2%
+142.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.3% | -4.4% | -3.3% |
| 7D | +1.0% | -17.8% | +18.8% | +3.1% |
| 30D | -2.0% | -18.1% | +16.2% | +0.2% |
| 3M | -0.2% | -44.2% | +43.9% | +6.7% |
| 6M | -8.9% | -38.6% | +29.8% | -4.3% |
| YTD | +3.3% | -28.0% | +31.4% | +5.7% |
| 1Y | +2.2% | +16.1% | -13.9% | -2.3% |
| 3Y | +22.4% | +84.0% | -61.6% | +3.9% |
| 5Y | +78.0% | -35.4% | +113.4% | +65.7% |
| All | +1,166.2% | +1,024.2% | +142.0% | +794.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 10y: compounded portfolio wealth divided by compounded ARWR 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…
10y analysis · Full analysis span regression · 6 months rolling