+71.6%
CDNS vs BWA
+88.6%
-17.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.9% | -1.0% | -2.4% |
| 7D | -9.2% | +4.3% | -13.5% | -10.4% |
| 30D | -16.3% | -2.9% | -13.4% | -15.6% |
| 3M | -27.9% | -12.4% | -15.5% | -25.3% |
| 6M | -4.3% | +28.6% | -32.9% | -12.1% |
| YTD | -9.1% | +48.2% | -57.3% | -21.7% |
| 1Y | -21.2% | +50.9% | -72.1% | -32.8% |
| 3Y | +19.4% | +72.2% | -52.8% | -6.2% |
| 5Y | +71.6% | +91.1% | -19.5% | +22.0% |
| All | +71.6% | +88.6% | -17.0% | +22.0% |
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