+76.8%
CDNS vs HWM
+746.3%
-669.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.5% | -3.8% |
| 7D | -14.0% | -2.1% | -11.9% | -13.5% |
| 30D | -13.2% | -11.0% | -2.2% | -9.4% |
| 3M | -28.9% | +4.0% | -32.9% | -30.7% |
| 6M | -4.2% | -0.2% | -3.9% | -5.7% |
| YTD | -6.4% | +26.7% | -33.0% | -17.6% |
| 1Y | -16.2% | +44.7% | -60.9% | -31.0% |
| 3Y | +20.2% | +426.1% | -405.9% | -48.6% |
| All | +76.8% | +746.3% | -669.5% | -42.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling