+19.4%
CDNS vs SHW
+23.8%
-4.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.3% | -0.7% | -2.1% |
| 7D | -9.2% | -1.2% | -8.1% | -8.8% |
| 30D | -16.3% | -11.6% | -4.7% | -12.2% |
| 3M | -27.9% | +9.1% | -37.0% | -30.8% |
| 6M | -4.3% | -0.7% | -3.7% | -4.8% |
| YTD | -9.1% | +1.4% | -10.5% | -11.1% |
| 1Y | -21.2% | -12.3% | -8.9% | -16.9% |
| 3Y | +19.4% | +23.4% | -4.0% | +8.6% |
| All | +19.4% | +23.8% | -4.4% | +8.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling