+70.8%
CDNS vs WY
-22.3%
+93.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.8% | +1.1% |
| 7D | -6.5% | -3.7% | -2.9% | -5.3% |
| 30D | -13.0% | -11.3% | -1.7% | -9.2% |
| 3M | -26.0% | -8.1% | -17.9% | -24.2% |
| 6M | -2.8% | -7.4% | +4.6% | -1.3% |
| YTD | -8.8% | -4.7% | -4.1% | -9.3% |
| 1Y | -15.8% | -9.2% | -6.6% | -14.5% |
| 3Y | +19.7% | -24.7% | +44.4% | +28.8% |
| 5Y | +70.8% | -21.6% | +92.3% | +91.7% |
| All | +70.8% | -22.3% | +93.1% | +91.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling