+347.5%
CDNS vs TW
+209.8%
+137.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | -6.5% | -2.7% | -3.8% | -5.5% |
| 30D | -13.0% | -1.7% | -11.3% | -12.4% |
| 3M | -26.0% | +1.6% | -27.6% | -27.2% |
| 6M | -2.8% | -17.7% | +14.8% | +4.0% |
| YTD | -8.8% | -4.3% | -4.5% | -9.1% |
| 1Y | -15.8% | -13.1% | -2.7% | -12.7% |
| 3Y | +19.7% | +20.3% | -0.6% | +3.4% |
| 5Y | +70.8% | +22.0% | +48.8% | +43.8% |
| All | +347.5% | +209.8% | +137.7% | +178.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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