+1,032.7%
CDNS vs SWK
+2.4%
+1,030.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.9% | -4.9% | -4.3% |
| 7D | -14.0% | -0.4% | -13.6% | -13.9% |
| 30D | -13.2% | -5.7% | -7.4% | -11.4% |
| 3M | -28.9% | +24.1% | -53.0% | -34.6% |
| 6M | -4.2% | +24.7% | -28.9% | -12.6% |
| YTD | -6.4% | +33.9% | -40.3% | -17.1% |
| 1Y | -16.2% | +34.7% | -50.9% | -26.3% |
| 3Y | +20.2% | +15.3% | +4.9% | +6.0% |
| 5Y | +76.6% | -39.3% | +115.9% | +96.2% |
| All | +1,032.7% | +2.4% | +1,030.3% | +841.9% |
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