+1,206.6%
CDNS vs SHW
+340.1%
+866.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.5% | +1.8% |
| 7D | +7.0% | +0.7% | +6.3% | +6.7% |
| 30D | -0.3% | +8.4% | -8.7% | -4.8% |
| 3M | +3.2% | -2.2% | +5.4% | +3.6% |
| 6M | -6.9% | +13.3% | -20.2% | -14.3% |
| YTD | +6.6% | +9.2% | -2.6% | -0.9% |
| 1Y | +5.6% | +2.9% | +2.7% | +1.3% |
| 3Y | +27.4% | +41.1% | -13.7% | +1.1% |
| 5Y | +83.7% | +11.0% | +72.8% | +63.3% |
| All | +1,206.6% | +340.1% | +866.5% | +567.7% |
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