+1,044.2%
CDNS vs AWK
+132.0%
+912.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +2.0% |
| 7D | -1.1% | -2.1% | +1.0% | -0.5% |
| 30D | -10.4% | +2.1% | -12.5% | -11.1% |
| 3M | -24.6% | +11.4% | -36.0% | -27.3% |
| 6M | -1.6% | +3.9% | -5.5% | -3.6% |
| YTD | -7.4% | +7.7% | -15.1% | -10.7% |
| 1Y | -18.4% | +1.3% | -19.7% | -19.9% |
| 3Y | +19.0% | +7.2% | +11.8% | +10.0% |
| 5Y | +73.4% | -17.0% | +90.4% | +79.9% |
| All | +1,044.2% | +132.0% | +912.2% | +692.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling