+78.5%
CDNS vs SWKS
-42.6%
+121.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.2% | +1.5% | +2.3% |
| 7D | -2.4% | -6.2% | +3.7% | -0.2% |
| 30D | -10.2% | -1.5% | -8.7% | -9.8% |
| 3M | -5.5% | +23.0% | -28.4% | -14.7% |
| 6M | -9.9% | +27.6% | -37.5% | -21.2% |
| YTD | +2.3% | +32.3% | -30.0% | -13.5% |
| 1Y | -1.4% | +20.1% | -21.5% | -13.1% |
| 3Y | +28.1% | +0.6% | +27.4% | +11.5% |
| All | +78.5% | -42.6% | +121.1% | +117.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling