-16.2%
CDNS vs BWA
+59.1%
-75.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.8% | -6.7% | -4.4% |
| 7D | -14.0% | +5.7% | -19.7% | -14.8% |
| 30D | -13.2% | +1.4% | -14.6% | -13.4% |
| 3M | -28.9% | -12.1% | -16.8% | -27.6% |
| 6M | -4.2% | +28.6% | -32.7% | -6.8% |
| YTD | -6.4% | +51.1% | -57.4% | -13.0% |
| 1Y | -16.2% | +55.9% | -72.1% | -22.6% |
| All | -16.2% | +59.1% | -75.3% | -22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 1y: compounded portfolio wealth divided by compounded BWA 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…
1y analysis · Full analysis span regression · 6 months rolling