+2,091.2%
CDNS vs CDW
+933.5%
+1,157.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.9% | +3.6% | +3.1% |
| 7D | -2.4% | +2.1% | -4.5% | -3.7% |
| 30D | -10.2% | +14.7% | -24.9% | -16.6% |
| 3M | -5.5% | +11.1% | -16.6% | -11.6% |
| 6M | -9.9% | +45.6% | -55.4% | -27.1% |
| YTD | +2.3% | +17.1% | -14.7% | -10.1% |
| 1Y | -1.4% | +13.2% | -14.6% | -11.9% |
| 3Y | +28.1% | -22.2% | +50.3% | +34.5% |
| 5Y | +79.7% | -10.1% | +89.8% | +73.5% |
| 10Y | +1,183.3% | +307.0% | +876.3% | +580.7% |
| All | +2,091.2% | +933.5% | +1,157.7% | +974.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling