+5,887.0%
CDNS vs SWK
+1,275.2%
+4,611.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.9% | -4.9% | -4.4% |
| 7D | -14.0% | -0.4% | -13.6% | -13.9% |
| 30D | -13.2% | -5.7% | -7.4% | -11.0% |
| 3M | -28.9% | +24.1% | -53.0% | -35.7% |
| 6M | -4.2% | +24.7% | -28.9% | -14.2% |
| YTD | -6.4% | +33.9% | -40.3% | -19.0% |
| 1Y | -16.2% | +34.7% | -50.9% | -28.2% |
| 3Y | +20.2% | +15.3% | +4.9% | +3.5% |
| 5Y | +76.6% | -39.3% | +115.9% | +93.6% |
| 10Y | +1,029.7% | +2.5% | +1,027.2% | +793.9% |
| All | +5,887.0% | +1,275.2% | +4,611.9% | +1,320.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling