+1,063.4%
CDNS vs HWM
+1,494.1%
-430.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.5% | -3.9% |
| 7D | -14.0% | -2.1% | -11.9% | -13.7% |
| 30D | -13.2% | -11.0% | -2.2% | -10.6% |
| 3M | -28.9% | +4.0% | -32.9% | -30.1% |
| 6M | -4.2% | -0.2% | -3.9% | -5.1% |
| YTD | -6.4% | +26.7% | -33.0% | -13.5% |
| 1Y | -16.2% | +44.7% | -60.9% | -25.5% |
| 3Y | +20.2% | +426.1% | -405.9% | -25.2% |
| 5Y | +76.6% | +738.5% | -661.9% | -2.1% |
| All | +1,063.4% | +1,494.1% | -430.7% | +431.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling