+5.6%
CDNS vs HWM
+7.2%
-1.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.3% |
| 7D | +7.0% | +11.1% | -4.1% | +5.4% |
| 30D | -0.3% | +3.0% | -3.2% | -0.9% |
| 3M | +3.2% | -20.7% | +23.9% | +5.0% |
| 6M | -6.9% | -17.2% | +10.3% | -5.4% |
| YTD | +6.6% | +9.1% | -2.4% | +4.7% |
| 1Y | +5.6% | +9.0% | -3.4% | +3.5% |
| All | +5.6% | +7.2% | -1.6% | +3.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling