+78.5%
CDNS vs HWM
+522.4%
-443.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.5% | +0.2% | +1.7% |
| 7D | -2.4% | +3.4% | -5.8% | -4.0% |
| 30D | -10.2% | -7.5% | -2.6% | -7.7% |
| 3M | -5.5% | -28.9% | +23.4% | +7.4% |
| 6M | -9.9% | -19.6% | +9.8% | -3.5% |
| YTD | +2.3% | +0.6% | +1.7% | -2.4% |
| 1Y | -1.4% | +0.3% | -1.7% | -6.1% |
| 3Y | +28.1% | +326.1% | -298.1% | -43.9% |
| All | +78.5% | +522.4% | -443.9% | -40.5% |
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 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