+2,850.5%
CDNS vs AWK
+1,043.1%
+1,807.4%
-77.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.2% | -1.8% |
| 7D | +2.4% | +2.7% | -0.3% | +1.2% |
| 30D | -6.0% | +16.7% | -22.7% | -12.3% |
| 3M | -0.1% | +11.7% | -11.8% | -5.4% |
| 6M | -8.6% | +21.9% | -30.5% | -17.3% |
| YTD | +6.1% | +17.6% | -11.5% | -3.5% |
| 1Y | +0.8% | +19.8% | -19.0% | -9.3% |
| 3Y | +26.8% | +31.0% | -4.2% | +2.8% |
| 5Y | +86.9% | -3.0% | +89.8% | +76.8% |
| 10Y | +1,235.1% | +156.8% | +1,078.3% | +589.6% |
| All | +2,850.5% | +1,043.1% | +1,807.4% | +380.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling