+1,157.5%
CDNS vs SWK
+29.6%
+1,128.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +2.9% |
| 7D | -2.4% | +11.0% | -13.5% | -6.1% |
| 30D | -10.2% | +30.1% | -40.2% | -18.4% |
| 3M | -5.5% | +14.7% | -20.1% | -10.4% |
| 6M | -9.9% | +44.5% | -54.4% | -21.8% |
| YTD | +2.3% | +59.4% | -57.0% | -15.1% |
| 1Y | -1.4% | +77.5% | -78.9% | -21.5% |
| 3Y | +28.1% | +49.5% | -21.4% | +2.5% |
| 5Y | +79.7% | -24.9% | +104.6% | +84.3% |
| All | +1,157.5% | +29.6% | +1,128.0% | +912.3% |
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