-1.1%
CDNS vs BWA
+17.4%
-18.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.5% | +4.3% | +2.2% |
| 7D | -3.8% | -9.9% | +6.1% | -2.2% |
| 30D | -6.8% | -16.4% | +9.6% | -4.2% |
| 3M | -3.3% | -19.8% | +16.6% | 0.0% |
| 6M | -5.7% | -10.0% | +4.2% | -2.8% |
| YTD | +5.4% | +12.7% | -7.3% | +5.4% |
| 1Y | -1.1% | +15.7% | -16.8% | -1.2% |
| All | -1.1% | +17.4% | -18.5% | -1.2% |
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