+26.3%
CDNS vs TW
+42.9%
-16.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.1% |
| 7D | +7.0% | +3.2% | +3.8% | +6.4% |
| 30D | -0.3% | +19.7% | -20.0% | -3.8% |
| 3M | +3.2% | +26.8% | -23.7% | -1.8% |
| 6M | -6.9% | +20.9% | -27.8% | -10.7% |
| YTD | +6.6% | +22.9% | -16.2% | +1.4% |
| 1Y | +5.6% | +20.4% | -14.7% | +1.1% |
| All | +26.3% | +42.9% | -16.6% | +9.2% |
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