+24.7%
CDNS vs SWKS
-1.9%
+26.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.1% | -3.4% | -4.9% |
| 7D | -9.1% | -9.2% | +0.1% | -6.8% |
| 30D | -13.4% | -1.9% | -11.5% | -13.0% |
| 3M | -7.6% | +21.2% | -28.8% | -14.0% |
| 6M | -11.9% | +12.9% | -24.8% | -17.2% |
| YTD | -0.4% | +30.7% | -31.1% | -11.6% |
| 1Y | -4.9% | +14.1% | -19.1% | -11.7% |
| All | +24.7% | -1.9% | +26.6% | +15.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling