+19.2%
CDNS vs SW
+19.6%
-0.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.3% | -5.3% | -4.3% |
| 7D | -14.0% | -5.1% | -8.9% | -13.0% |
| 30D | -13.2% | -4.6% | -8.6% | -12.3% |
| 3M | -28.9% | +9.4% | -38.3% | -30.7% |
| 6M | -4.2% | +3.5% | -7.7% | -5.9% |
| YTD | -6.4% | +22.0% | -28.4% | -11.8% |
| 1Y | -16.2% | +2.2% | -18.4% | -18.0% |
| All | +19.2% | +19.6% | -0.4% | +14.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling