+10,876.2%
CDNS vs ARWR
-97.0%
+10,973.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.2% | -3.8% | -4.0% |
| 7D | -14.0% | +1.7% | -15.7% | -14.0% |
| 30D | -13.2% | -0.7% | -12.5% | -13.2% |
| 3M | -28.9% | +14.9% | -43.8% | -29.0% |
| 6M | -4.2% | +32.6% | -36.8% | -4.4% |
| YTD | -6.4% | +30.0% | -36.4% | -6.6% |
| 1Y | -16.2% | +208.4% | -224.6% | -16.9% |
| 3Y | +20.2% | +208.8% | -188.6% | +18.8% |
| 5Y | +76.6% | +27.8% | +48.8% | +75.3% |
| 10Y | +1,029.7% | +1,107.6% | -77.9% | +1,004.9% |
| All | +10,876.2% | -97.0% | +10,973.3% | +9,561.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling