-18.4%
CDNS vs TW
-14.2%
-4.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +1.6% |
| 7D | -1.1% | -4.5% | +3.3% | -1.0% |
| 30D | -10.4% | -2.3% | -8.2% | -10.4% |
| 3M | -24.6% | +2.6% | -27.2% | -24.7% |
| 6M | -1.6% | -17.5% | +15.9% | +0.8% |
| YTD | -7.4% | -5.3% | -2.1% | -6.8% |
| 1Y | -18.4% | -14.8% | -3.6% | -20.9% |
| All | -18.4% | -14.2% | -4.2% | -20.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling