-9.6%
CDNS vs ARWR
-32.1%
+22.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.5% | -0.7% |
| 7D | -0.1% | -19.9% | +19.9% | +0.4% |
| 30D | -5.5% | -18.7% | +13.2% | -5.1% |
| 3M | +0.5% | -44.7% | +45.2% | +1.2% |
| 6M | -9.6% | -36.5% | +26.9% | -8.2% |
| All | -9.6% | -32.1% | +22.5% | -8.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling