+17.0%
CDNS vs WY
-23.0%
+40.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | -7.2% | -1.7% | -5.5% | -6.9% |
| 30D | -14.3% | -9.9% | -4.4% | -12.9% |
| 3M | -27.2% | -7.5% | -19.7% | -26.4% |
| 6M | -4.5% | -5.1% | +0.6% | -4.3% |
| YTD | -9.0% | -2.1% | -6.9% | -10.0% |
| 1Y | -21.3% | -7.3% | -14.0% | -21.0% |
| All | +17.0% | -23.0% | +40.0% | +22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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