+77.1%
CDNS vs GWW
+218.6%
-141.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.2% | -2.7% |
| 7D | +1.0% | +3.6% | -2.6% | -0.6% |
| 30D | -2.0% | +12.1% | -14.1% | -7.0% |
| 3M | -0.2% | +12.9% | -13.1% | -5.8% |
| 6M | -8.9% | +19.3% | -28.2% | -16.6% |
| YTD | +3.3% | +48.7% | -45.4% | -16.1% |
| 1Y | +2.2% | +60.5% | -58.3% | -20.5% |
| 3Y | +22.4% | +93.3% | -70.9% | -15.2% |
| All | +77.1% | +218.6% | -141.5% | -16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling