+26.3%
CDNS vs SHW
+41.6%
-15.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.5% | +1.6% |
| 7D | +7.0% | +0.7% | +6.3% | +6.8% |
| 30D | -0.3% | +8.4% | -8.7% | -3.2% |
| 3M | +3.2% | -2.2% | +5.4% | +3.8% |
| 6M | -6.9% | +13.3% | -20.2% | -11.8% |
| YTD | +6.6% | +9.2% | -2.6% | +1.3% |
| 1Y | +5.6% | +2.9% | +2.7% | +3.4% |
| All | +26.3% | +41.6% | -15.3% | +3.6% |
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