+1,026.7%
CDNS vs BWA
+153.1%
+873.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.5% | -0.1% |
| 7D | -6.5% | -0.1% | -6.5% | -6.6% |
| 30D | -13.0% | -5.5% | -7.5% | -11.6% |
| 3M | -26.0% | -7.6% | -18.4% | -24.5% |
| 6M | -2.8% | +25.0% | -27.8% | -10.0% |
| YTD | -8.8% | +47.0% | -55.8% | -21.0% |
| 1Y | -15.8% | +54.0% | -69.8% | -28.3% |
| 3Y | +19.7% | +70.7% | -50.9% | -4.2% |
| 5Y | +70.8% | +86.7% | -15.9% | +29.3% |
| All | +1,026.7% | +153.1% | +873.7% | +623.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling