+75.8%
CDNS vs GWRE
+15.1%
+60.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.3% |
| 7D | -1.1% | -13.2% | +12.1% | +4.2% |
| 30D | -10.4% | -18.6% | +8.1% | -4.6% |
| 3M | -24.6% | +18.9% | -43.5% | -32.6% |
| 6M | -1.6% | -11.0% | +9.3% | -1.9% |
| YTD | -7.4% | -29.9% | +22.5% | +1.5% |
| 1Y | -18.4% | -44.3% | +25.9% | -1.4% |
| 3Y | +19.0% | +51.7% | -32.7% | -18.1% |
| All | +75.8% | +15.1% | +60.7% | +48.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling