+77.4%
CDNS vs SW
-2.3%
+79.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.3% | -5.3% | -4.2% |
| 7D | -14.0% | -5.1% | -8.9% | -13.3% |
| 30D | -13.2% | -4.6% | -8.6% | -12.5% |
| 3M | -28.9% | +9.4% | -38.3% | -30.2% |
| 6M | -4.2% | +3.5% | -7.7% | -5.4% |
| YTD | -6.4% | +22.0% | -28.4% | -10.0% |
| 1Y | -16.2% | +2.2% | -18.4% | -17.5% |
| 3Y | +20.2% | +19.6% | +0.6% | +15.3% |
| All | +77.4% | -2.3% | +79.8% | +70.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling