+1,166.2%
CDNS vs SWK
+18.1%
+1,148.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.2% | -3.3% | -3.2% |
| 7D | +1.0% | -1.4% | +2.3% | +1.5% |
| 30D | -2.0% | +25.5% | -27.4% | -9.8% |
| 3M | -0.2% | +11.8% | -12.0% | -4.6% |
| 6M | -8.9% | +48.7% | -57.6% | -21.8% |
| YTD | +3.3% | +57.2% | -53.9% | -13.9% |
| 1Y | +2.2% | +75.3% | -73.0% | -18.3% |
| 3Y | +22.4% | +51.9% | -29.6% | -2.9% |
| 5Y | +78.0% | -30.7% | +108.8% | +88.9% |
| All | +1,166.2% | +18.1% | +1,148.1% | +867.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 10y: compounded portfolio wealth divided by compounded SWK 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…
10y analysis · Full analysis span regression · 6 months rolling