-1.1%
CDNS vs SW
+29.5%
-30.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.1% | -2.3% | +1.0% |
| 7D | -3.8% | +12.1% | -15.8% | -5.8% |
| 30D | -6.8% | +6.6% | -13.3% | -7.9% |
| 3M | -3.3% | -6.0% | +2.8% | -2.1% |
| 6M | -5.7% | +21.5% | -27.2% | -10.3% |
| YTD | +5.4% | +20.3% | -14.9% | +0.8% |
| 1Y | -1.1% | +28.1% | -29.3% | -6.9% |
| All | -1.1% | +29.5% | -30.6% | -6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 1y: compounded portfolio wealth divided by compounded SW 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…
1y analysis · Full analysis span regression · 6 months rolling