+1,237.6%
CDNS vs HWM
+1,230.5%
+7.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +5.1% | +0.1% | +3.8% |
| 7D | +2.1% | +1.6% | +0.5% | +1.6% |
| 30D | -4.6% | -3.9% | -0.7% | -3.8% |
| 3M | -0.8% | -23.2% | +22.4% | +5.8% |
| 6M | -7.2% | -20.0% | +12.8% | -2.5% |
| YTD | +7.7% | +5.7% | +2.0% | +4.0% |
| 1Y | +3.5% | +4.9% | -1.3% | +0.1% |
| 3Y | +31.2% | +347.0% | -315.8% | -14.9% |
| 5Y | +84.5% | +563.0% | -478.5% | +8.3% |
| 10Y | +1,242.9% | +1,579.2% | -336.3% | +540.3% |
| All | +1,237.6% | +1,230.5% | +7.1% | +539.0% |
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 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