+22.4%
CDNS vs HWM
+348.7%
-326.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.0% | -2.1% | -2.8% |
| 7D | +1.0% | +7.3% | -6.3% | -1.2% |
| 30D | -2.0% | +1.6% | -3.5% | -2.7% |
| 3M | -0.2% | -21.9% | +21.6% | +6.8% |
| 6M | -8.9% | -19.0% | +10.2% | -3.9% |
| YTD | +3.3% | +7.9% | -4.6% | -2.8% |
| 1Y | +2.2% | +9.9% | -7.7% | -4.7% |
| 3Y | +22.4% | +342.1% | -319.8% | -25.4% |
| All | +22.4% | +348.7% | -326.4% | -25.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling