-1.1%
CDNS vs CDW
+13.2%
-14.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +12.7% | -10.9% | -1.1% |
| 7D | -3.8% | +3.7% | -7.5% | -4.7% |
| 30D | -6.8% | +26.0% | -32.8% | -12.2% |
| 3M | -3.3% | +10.1% | -13.4% | -6.3% |
| 6M | -5.7% | +26.1% | -31.8% | -12.8% |
| YTD | +5.4% | +25.9% | -20.4% | -3.2% |
| 1Y | -1.1% | +21.5% | -22.7% | -7.5% |
| All | -1.1% | +13.2% | -14.3% | -7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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