+5,887.0%
CDNS vs SHW
+20,643.9%
-14,756.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.4% | -4.4% | -4.2% |
| 7D | -14.0% | -3.2% | -10.8% | -12.7% |
| 30D | -13.2% | -9.5% | -3.6% | -9.3% |
| 3M | -28.9% | +11.5% | -40.4% | -32.7% |
| 6M | -4.2% | -3.5% | -0.6% | -3.8% |
| YTD | -6.4% | +3.7% | -10.1% | -9.3% |
| 1Y | -16.2% | -7.9% | -8.3% | -14.8% |
| 3Y | +20.2% | +24.7% | -4.5% | +6.3% |
| 5Y | +76.6% | +13.6% | +63.0% | +60.3% |
| 10Y | +1,029.7% | +283.0% | +746.7% | +505.4% |
| All | +5,887.0% | +20,643.9% | -14,756.9% | +437.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling