+1,005.1%
CDNS vs CDW
+263.0%
+742.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.2% | +2.2% | -0.3% |
| 7D | -9.2% | -3.9% | -5.4% | -7.5% |
| 30D | -16.3% | +6.9% | -23.1% | -19.3% |
| 3M | -27.9% | +7.7% | -35.6% | -31.7% |
| 6M | -4.3% | +18.3% | -22.6% | -15.8% |
| YTD | -9.1% | +7.8% | -16.9% | -16.4% |
| 1Y | -21.2% | -12.2% | -9.1% | -19.5% |
| 3Y | +19.4% | -28.9% | +48.3% | +33.7% |
| 5Y | +71.6% | -22.8% | +94.4% | +80.0% |
| 10Y | +1,005.1% | +266.1% | +739.0% | +463.2% |
| All | +1,005.1% | +263.0% | +742.1% | +463.2% |
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