+70.8%
CDNS vs ITW
+35.1%
+35.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.3% | -0.1% |
| 7D | -6.5% | -2.4% | -4.2% | -5.2% |
| 30D | -13.0% | -9.5% | -3.5% | -7.9% |
| 3M | -26.0% | +6.6% | -32.7% | -29.0% |
| 6M | -2.8% | -1.8% | -1.1% | -2.6% |
| YTD | -8.8% | +9.0% | -17.9% | -15.0% |
| 1Y | -15.8% | +3.6% | -19.4% | -19.1% |
| 3Y | +19.7% | +19.4% | +0.3% | +2.1% |
| 5Y | +70.8% | +36.4% | +34.4% | +26.2% |
| All | +70.8% | +35.1% | +35.7% | +26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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