+1,157.5%
CDNS vs SW
+182.7%
+974.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.9% | +3.7% | +2.8% |
| 7D | -2.4% | +2.3% | -4.8% | -2.7% |
| 30D | -10.2% | +6.8% | -16.9% | -10.9% |
| 3M | -5.5% | -5.2% | -0.3% | -5.0% |
| 6M | -9.9% | +7.4% | -17.3% | -11.0% |
| YTD | +2.3% | +17.4% | -15.1% | -0.2% |
| 1Y | -1.4% | +27.1% | -28.5% | -4.7% |
| 3Y | +28.1% | +47.9% | -19.8% | +22.2% |
| 5Y | +79.7% | -2.6% | +82.3% | +73.3% |
| All | +1,157.5% | +182.7% | +974.9% | +1,045.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling