+25.6%
CDNS vs AWK
+31.4%
-5.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.2% | -1.2% |
| 7D | +2.4% | +2.7% | -0.3% | +3.5% |
| 30D | -6.0% | +16.7% | -22.7% | -0.3% |
| 3M | -0.1% | +11.7% | -11.8% | +4.7% |
| 6M | -8.6% | +21.9% | -30.5% | -1.1% |
| YTD | +6.1% | +17.6% | -11.5% | +14.0% |
| 1Y | +0.8% | +19.8% | -19.0% | +9.0% |
| All | +25.6% | +31.4% | -5.7% | +36.1% |
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 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