-1.1%
CDNS vs AWK
+20.7%
-21.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.2% | -0.4% | +3.0% |
| 7D | -3.8% | +7.0% | -10.8% | -0.1% |
| 30D | -6.8% | +17.0% | -23.8% | +1.8% |
| 3M | -3.3% | +12.4% | -15.7% | +3.7% |
| 6M | -5.7% | +19.6% | -25.3% | +4.9% |
| YTD | +5.4% | +17.0% | -11.6% | +16.8% |
| 1Y | -1.1% | +20.0% | -21.1% | +10.2% |
| All | -1.1% | +20.7% | -21.8% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 1y: compounded portfolio wealth divided by compounded AWK 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…
1y analysis · Full analysis span regression · 6 months rolling