+1,124.2%
CDNS vs SW
+185.4%
+938.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.5% | -4.0% | -5.3% |
| 7D | -9.1% | +4.7% | -13.8% | -9.6% |
| 30D | -13.4% | +5.0% | -18.4% | -13.9% |
| 3M | -7.6% | -7.3% | -0.3% | -6.9% |
| 6M | -11.9% | +15.0% | -26.9% | -13.7% |
| YTD | -0.4% | +18.5% | -18.9% | -2.9% |
| 1Y | -4.9% | +27.1% | -32.1% | -8.2% |
| 3Y | +24.8% | +49.3% | -24.5% | +18.9% |
| 5Y | +75.0% | -1.6% | +76.6% | +68.5% |
| All | +1,124.2% | +185.4% | +938.8% | +1,013.6% |
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