+17.1%
CDNS vs GWW
+88.4%
-71.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.3% |
| 7D | -6.5% | -3.1% | -3.4% | -5.4% |
| 30D | -13.0% | -2.3% | -10.7% | -12.3% |
| 3M | -26.0% | -3.3% | -22.7% | -25.3% |
| 6M | -2.8% | +15.4% | -18.2% | -9.8% |
| YTD | -8.8% | +26.7% | -35.6% | -19.6% |
| 1Y | -15.8% | +29.0% | -44.8% | -26.5% |
| All | +17.1% | +88.4% | -71.2% | -21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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