+1,235.1%
CDNS vs W
+228.8%
+1,006.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.7% | +2.3% | -0.8% |
| 7D | +2.4% | +1.1% | +1.4% | +2.2% |
| 30D | -6.0% | +6.4% | -12.4% | -7.2% |
| 3M | -0.1% | +9.0% | -9.0% | -2.1% |
| 6M | -8.6% | +69.8% | -78.4% | -18.7% |
| YTD | +6.1% | +12.1% | -6.0% | +0.8% |
| 1Y | +0.8% | 0.0% | +0.8% | -2.7% |
| 3Y | +26.8% | +160.3% | -133.5% | -5.1% |
| 5Y | +86.9% | -53.3% | +140.2% | +67.2% |
| 10Y | +1,235.1% | +217.0% | +1,018.1% | +699.4% |
| All | +1,235.1% | +228.8% | +1,006.3% | +699.4% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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