+2,565.6%
CDNS vs GWRE
+736.4%
+1,829.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.7% |
| 7D | -6.5% | -30.9% | +24.4% | +6.1% |
| 30D | -13.0% | -20.7% | +7.7% | -6.5% |
| 3M | -26.0% | +20.2% | -46.2% | -33.3% |
| 6M | -2.8% | -11.9% | +9.0% | -2.7% |
| YTD | -8.8% | -30.3% | +21.5% | -0.6% |
| 1Y | -15.8% | -44.6% | +28.8% | -0.2% |
| 3Y | +19.7% | +48.8% | -29.1% | -7.4% |
| 5Y | +70.8% | +14.8% | +56.0% | +42.0% |
| 10Y | +1,038.0% | +128.1% | +909.9% | +664.7% |
| All | +2,565.6% | +736.4% | +1,829.2% | +1,281.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling