-4.9%
CDNS vs SW
+25.8%
-30.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.5% | -4.0% | -5.2% |
| 7D | -9.1% | +4.7% | -13.8% | -9.9% |
| 30D | -13.4% | +5.0% | -18.4% | -14.2% |
| 3M | -7.6% | -7.3% | -0.3% | -6.3% |
| 6M | -11.9% | +15.0% | -26.9% | -15.2% |
| YTD | -0.4% | +18.5% | -18.9% | -4.3% |
| 1Y | -4.9% | +27.1% | -32.1% | -10.3% |
| All | -4.9% | +25.8% | -30.7% | -10.3% |
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