+2,600.2%
CDNS vs SW
+755.0%
+1,845.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.3% | -5.3% | -4.1% |
| 7D | -14.0% | -5.1% | -8.9% | -13.8% |
| 30D | -13.2% | -4.6% | -8.6% | -13.0% |
| 3M | -28.9% | +9.4% | -38.3% | -29.3% |
| 6M | -4.2% | +3.5% | -7.7% | -4.6% |
| YTD | -6.4% | +22.0% | -28.4% | -7.5% |
| 1Y | -16.2% | +2.2% | -18.4% | -16.6% |
| 3Y | +20.2% | +19.6% | +0.6% | +18.7% |
| 5Y | +76.6% | -2.3% | +79.0% | +73.7% |
| 10Y | +1,029.7% | +181.4% | +848.3% | +1,005.1% |
| All | +2,600.2% | +755.0% | +1,845.2% | +2,684.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling