+2,939.9%
CDNS vs SW
+743.1%
+2,196.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.1% | -2.3% | +1.6% |
| 7D | -3.8% | +12.1% | -15.8% | -4.4% |
| 30D | -6.8% | +6.6% | -13.3% | -7.1% |
| 3M | -3.3% | -6.0% | +2.8% | -3.0% |
| 6M | -5.7% | +21.5% | -27.2% | -6.8% |
| YTD | +5.4% | +20.3% | -14.9% | +4.2% |
| 1Y | -1.1% | +28.1% | -29.3% | -2.6% |
| 3Y | +32.1% | +51.6% | -19.5% | +29.6% |
| 5Y | +83.5% | -0.1% | +83.6% | +80.5% |
| 10Y | +1,221.8% | +189.7% | +1,032.0% | +1,193.5% |
| All | +2,939.9% | +743.1% | +2,196.8% | +3,035.0% |
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