+0.8%
SCHW vs CDNS
-0.2%
+0.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.8% | +2.8% | +4.4% |
| 7D | +5.2% | -3.8% | +9.0% | +5.5% |
| 30D | -4.7% | -6.8% | +2.1% | -4.1% |
| 3M | -11.9% | -3.3% | -8.7% | -11.6% |
| 6M | +2.7% | -5.7% | +8.5% | +2.8% |
| YTD | -5.6% | +5.4% | -11.0% | -8.7% |
| 1Y | +0.8% | -1.1% | +1.9% | -1.2% |
| All | +0.8% | -0.2% | +0.9% | -1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CDNS.
Daily Out/Under-Performance
Portfolio return minus CDNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDNS 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 CDNS 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