+1,235.1%
CDNS vs SWKS
+31.8%
+1,203.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.3% | -1.4% |
| 7D | +2.4% | -3.1% | +5.6% | +3.9% |
| 30D | -6.0% | +8.3% | -14.3% | -9.3% |
| 3M | -0.1% | +20.2% | -20.3% | -10.2% |
| 6M | -8.6% | +24.9% | -33.5% | -20.7% |
| YTD | +6.1% | +33.2% | -27.1% | -12.5% |
| 1Y | +0.8% | +23.6% | -22.8% | -13.9% |
| 3Y | +26.8% | +1.3% | +25.5% | +9.7% |
| 5Y | +86.9% | -40.6% | +127.4% | +106.9% |
| 10Y | +1,235.1% | +35.3% | +1,199.8% | +898.4% |
| All | +1,235.1% | +31.8% | +1,203.3% | +898.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling