+1,606.7%
CDNS vs W
+176.2%
+1,430.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.5% | -6.5% | -4.4% |
| 7D | -14.0% | -4.2% | -9.8% | -13.4% |
| 30D | -13.2% | -7.6% | -5.6% | -12.1% |
| 3M | -28.9% | +37.2% | -66.1% | -33.4% |
| 6M | -4.2% | +26.3% | -30.5% | -9.5% |
| YTD | -6.4% | -1.0% | -5.4% | -8.5% |
| 1Y | -16.2% | +20.1% | -36.3% | -21.6% |
| 3Y | +20.2% | +37.8% | -17.6% | +2.5% |
| 5Y | +76.6% | -63.7% | +140.3% | +64.7% |
| 10Y | +1,029.7% | +156.3% | +873.4% | +641.5% |
| All | +1,606.7% | +176.2% | +1,430.5% | +1,003.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling