+1,166.2%
CDNS vs AWK
+157.1%
+1,009.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.4% | -4.5% | -3.5% |
| 7D | +1.0% | +0.1% | +0.8% | +0.9% |
| 30D | -2.0% | +14.3% | -16.2% | -5.8% |
| 3M | -0.2% | +10.3% | -10.5% | -3.4% |
| 6M | -8.9% | +18.9% | -27.8% | -14.2% |
| YTD | +3.3% | +17.7% | -14.4% | -3.0% |
| 1Y | +2.2% | +16.9% | -14.6% | -4.0% |
| 3Y | +22.4% | +32.2% | -9.8% | +3.7% |
| 5Y | +78.0% | -2.2% | +80.2% | +73.5% |
| All | +1,166.2% | +157.1% | +1,009.1% | +753.1% |
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