+2,504.1%
CDNS vs AWK
+969.7%
+1,534.4%
-77.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.1% | -3.9% | -3.9% |
| 7D | -14.0% | +1.7% | -15.7% | -14.6% |
| 30D | -13.2% | +5.6% | -18.7% | -15.3% |
| 3M | -28.9% | +15.9% | -44.8% | -33.9% |
| 6M | -4.2% | +4.6% | -8.7% | -7.3% |
| YTD | -6.4% | +10.1% | -16.4% | -11.9% |
| 1Y | -16.2% | +2.1% | -18.3% | -18.9% |
| 3Y | +20.2% | +9.8% | +10.3% | +6.8% |
| 5Y | +76.6% | -15.4% | +92.0% | +79.4% |
| 10Y | +1,029.7% | +129.4% | +900.3% | +520.0% |
| All | +2,504.1% | +969.7% | +1,534.4% | +339.1% |
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 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