-21.3%
CDNS vs W
+15.1%
-36.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | -7.2% | +5.9% | -13.1% | -7.9% |
| 30D | -14.3% | -3.0% | -11.2% | -13.9% |
| 3M | -27.2% | +40.3% | -67.5% | -31.5% |
| 6M | -4.5% | +32.2% | -36.7% | -10.1% |
| YTD | -9.0% | -0.3% | -8.7% | -12.5% |
| 1Y | -21.3% | +16.2% | -37.5% | -25.2% |
| All | -21.3% | +15.1% | -36.4% | -25.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling