+17.0%
CDNS vs TW
+20.8%
-3.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.2% | +0.2% |
| 7D | -7.2% | -0.5% | -6.7% | -7.1% |
| 30D | -14.3% | -0.6% | -13.7% | -14.1% |
| 3M | -27.2% | +3.4% | -30.6% | -28.1% |
| 6M | -4.5% | -18.4% | +13.9% | +0.7% |
| YTD | -9.0% | -3.9% | -5.0% | -8.9% |
| 1Y | -21.3% | -13.3% | -8.0% | -18.7% |
| All | +17.0% | +20.8% | -3.8% | +3.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling