+17.1%
CDNS vs GWRE
+49.2%
-32.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.6% |
| 7D | -6.5% | -30.9% | +24.4% | +3.7% |
| 30D | -13.0% | -20.7% | +7.7% | -7.7% |
| 3M | -26.0% | +20.2% | -46.2% | -32.6% |
| 6M | -2.8% | -11.9% | +9.0% | -2.3% |
| YTD | -8.8% | -30.3% | +21.5% | -2.1% |
| 1Y | -15.8% | -44.6% | +28.8% | -2.8% |
| All | +17.1% | +49.2% | -32.1% | -12.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling