+78.5%
CDNS vs ARWR
-28.9%
+107.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.2% | +1.5% | +2.5% |
| 7D | -2.4% | -2.9% | +0.5% | -2.0% |
| 30D | -10.2% | -5.4% | -4.8% | -9.4% |
| 3M | -5.5% | -32.2% | +26.8% | -0.3% |
| 6M | -9.9% | -26.5% | +16.7% | -6.8% |
| YTD | +2.3% | -12.4% | +14.7% | +2.4% |
| 1Y | -1.4% | +46.9% | -48.3% | -9.8% |
| 3Y | +28.1% | +116.0% | -87.9% | +0.7% |
| All | +78.5% | -28.9% | +107.4% | +69.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling