+1,026.7%
CDNS vs SHW
+281.7%
+745.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.6% |
| 7D | -6.5% | -4.5% | -2.1% | -4.4% |
| 30D | -13.0% | -12.7% | -0.3% | -6.9% |
| 3M | -26.0% | +4.7% | -30.7% | -28.2% |
| 6M | -2.8% | -3.4% | +0.6% | -2.6% |
| YTD | -8.8% | -1.3% | -7.5% | -10.1% |
| 1Y | -15.8% | -10.4% | -5.5% | -12.9% |
| 3Y | +19.7% | +20.1% | -0.4% | +4.4% |
| 5Y | +70.8% | +10.5% | +60.3% | +52.8% |
| All | +1,026.7% | +281.7% | +745.1% | +538.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SHW.
Daily Out/Under-Performance
Portfolio return minus SHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHW 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 10y: compounded portfolio wealth divided by compounded SHW 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…
10y analysis · Full analysis span regression · 6 months rolling