+2,773.8%
CDNS vs AWK
+1,044.2%
+1,729.6%
-77.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.4% | -4.5% | -3.7% |
| 7D | +1.0% | +0.1% | +0.8% | +0.9% |
| 30D | -2.0% | +14.3% | -16.2% | -7.7% |
| 3M | -0.2% | +10.3% | -10.5% | -5.1% |
| 6M | -8.9% | +18.9% | -27.8% | -16.7% |
| YTD | +3.3% | +17.7% | -14.4% | -6.1% |
| 1Y | +2.2% | +16.9% | -14.6% | -6.9% |
| 3Y | +22.4% | +32.2% | -9.8% | -1.3% |
| 5Y | +78.0% | -2.2% | +80.2% | +67.6% |
| 10Y | +1,175.2% | +156.1% | +1,019.1% | +559.6% |
| All | +2,773.8% | +1,044.2% | +1,729.6% | +368.0% |
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