+86.9%
CDNS vs BWA
+32.7%
+54.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.5% | -0.8% |
| 7D | +2.4% | -2.4% | +4.9% | +3.2% |
| 30D | -6.0% | -17.7% | +11.7% | -0.2% |
| 3M | -0.1% | -27.0% | +26.9% | +9.8% |
| 6M | -8.6% | -17.3% | +8.7% | -3.8% |
| YTD | +6.1% | +12.9% | -6.8% | -1.3% |
| 1Y | +0.8% | +12.9% | -12.1% | -6.5% |
| 3Y | +26.8% | +62.1% | -35.3% | -0.7% |
| 5Y | +86.9% | +30.7% | +56.1% | +47.8% |
| All | +86.9% | +32.7% | +54.2% | +47.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling