+1,206.6%
CDNS vs ARWR
+1,009.4%
+197.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.5% | +5.7% | +1.8% |
| 7D | +7.0% | -17.9% | +25.0% | +9.3% |
| 30D | -0.3% | -18.9% | +18.6% | +2.1% |
| 3M | +3.2% | -46.0% | +49.1% | +10.7% |
| 6M | -6.9% | -40.3% | +33.4% | -1.9% |
| YTD | +6.6% | -29.0% | +35.6% | +9.3% |
| 1Y | +5.6% | +13.8% | -8.2% | +1.3% |
| 3Y | +27.4% | +74.9% | -47.5% | +8.9% |
| 5Y | +83.7% | -36.2% | +119.9% | +71.3% |
| All | +1,206.6% | +1,009.4% | +197.2% | +824.8% |
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