+1,044.2%
CDNS vs GWRE
+131.0%
+913.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.3% |
| 7D | -1.1% | -13.2% | +12.1% | +5.0% |
| 30D | -10.4% | -18.6% | +8.1% | -3.8% |
| 3M | -24.6% | +18.9% | -43.5% | -33.4% |
| 6M | -1.6% | -11.0% | +9.3% | -2.2% |
| YTD | -7.4% | -29.9% | +22.5% | +2.3% |
| 1Y | -18.4% | -44.3% | +25.9% | +0.2% |
| 3Y | +19.0% | +51.7% | -32.7% | -18.1% |
| 5Y | +73.4% | +15.4% | +58.0% | +34.2% |
| All | +1,044.2% | +131.0% | +913.2% | +545.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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