+19.4%
CDNS vs AWK
+9.6%
+9.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.7% | -3.0% |
| 7D | -9.2% | +2.2% | -11.4% | -8.7% |
| 30D | -16.3% | +4.4% | -20.7% | -15.2% |
| 3M | -27.9% | +15.4% | -43.3% | -24.9% |
| 6M | -4.3% | +3.5% | -7.8% | -2.4% |
| YTD | -9.1% | +9.8% | -18.9% | -6.0% |
| 1Y | -21.2% | +3.0% | -24.2% | -19.6% |
| 3Y | +19.4% | +9.7% | +9.7% | +31.8% |
| All | +19.4% | +9.6% | +9.8% | +31.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling