+71.5%
CDNS vs AWK
-16.7%
+88.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -7.2% | +0.6% | -7.8% | -7.2% |
| 30D | -14.3% | +4.3% | -18.5% | -14.6% |
| 3M | -27.2% | +12.5% | -39.7% | -28.2% |
| 6M | -4.5% | +3.3% | -7.8% | -4.8% |
| YTD | -9.0% | +9.8% | -18.7% | -10.3% |
| 1Y | -21.3% | +2.9% | -24.2% | -21.7% |
| 3Y | +19.6% | +9.6% | +10.0% | +14.4% |
| 5Y | +71.5% | -16.7% | +88.2% | +89.2% |
| All | +71.5% | -16.7% | +88.3% | +89.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling