+1,190.7%
CDNS vs CDW
+316.1%
+874.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.9% | -1.8% |
| 7D | -0.1% | +2.6% | -2.6% | -1.3% |
| 30D | -5.5% | +20.4% | -25.9% | -14.7% |
| 3M | +0.5% | +28.5% | -27.9% | -12.9% |
| 6M | -9.6% | +70.6% | -80.2% | -33.6% |
| YTD | +5.3% | +29.1% | -23.8% | -12.8% |
| 1Y | +3.4% | +23.8% | -20.4% | -12.5% |
| 3Y | +25.9% | -14.5% | +40.4% | +26.6% |
| 5Y | +85.8% | -1.6% | +87.3% | +69.7% |
| All | +1,190.7% | +316.1% | +874.6% | +556.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling