+1,904.8%
CDNS vs CDW
+903.1%
+1,001.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.0% | -3.5% |
| 7D | -14.0% | +3.2% | -17.2% | -15.3% |
| 30D | -13.2% | +9.3% | -22.4% | -17.0% |
| 3M | -28.9% | +9.8% | -38.7% | -32.9% |
| 6M | -4.2% | +23.3% | -27.5% | -16.4% |
| YTD | -6.4% | +13.7% | -20.0% | -15.4% |
| 1Y | -16.2% | -6.5% | -9.7% | -17.1% |
| 3Y | +20.2% | -25.2% | +45.4% | +30.4% |
| 5Y | +76.6% | -19.5% | +96.1% | +82.0% |
| 10Y | +1,029.7% | +285.8% | +743.9% | +520.7% |
| All | +1,904.8% | +903.1% | +1,001.7% | +910.8% |
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