+1,029.2%
CDNS vs HWM
+1,323.5%
-294.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -10.7% | +7.8% | -0.1% |
| 7D | -9.2% | -9.2% | -0.1% | -7.0% |
| 30D | -16.3% | -17.9% | +1.6% | -12.0% |
| 3M | -27.9% | -6.0% | -21.9% | -27.2% |
| 6M | -4.3% | -7.4% | +3.0% | -3.5% |
| YTD | -9.1% | +13.1% | -22.2% | -13.5% |
| 1Y | -21.2% | +29.3% | -50.5% | -27.9% |
| 3Y | +19.4% | +389.9% | -370.5% | -24.3% |
| 5Y | +71.6% | +655.5% | -583.9% | -2.3% |
| All | +1,029.2% | +1,323.5% | -294.3% | +431.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 10y: compounded portfolio wealth divided by compounded HWM 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…
10y analysis · Full analysis span regression · 6 months rolling