-16.2%
CDNS vs SWKS
+4.6%
-20.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +3.5% | -7.5% | -4.8% |
| 7D | -14.0% | +12.5% | -26.5% | -16.4% |
| 30D | -13.2% | +10.5% | -23.7% | -15.3% |
| 3M | -28.9% | -7.4% | -21.5% | -27.7% |
| 6M | -4.2% | +32.7% | -36.8% | -11.7% |
| YTD | -6.4% | +19.2% | -25.5% | -11.9% |
| 1Y | -16.2% | +2.4% | -18.6% | -17.6% |
| All | -16.2% | +4.6% | -20.9% | -17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 1y: compounded portfolio wealth divided by compounded SWKS 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…
1y analysis · Full analysis span regression · 6 months rolling