+294.9%
SCHW vs CDNS
+1,060.3%
-765.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.6% | -0.5% |
| 7D | -1.9% | -1.1% | -0.7% | -1.5% |
| 30D | -1.6% | -10.4% | +8.8% | +1.2% |
| 3M | +21.3% | -24.6% | +45.9% | +30.7% |
| 6M | +16.5% | -1.6% | +18.1% | +14.9% |
| YTD | +8.4% | -7.4% | +15.8% | +8.2% |
| 1Y | +15.6% | -18.4% | +34.0% | +19.6% |
| 3Y | +86.8% | +19.0% | +67.9% | +64.6% |
| 5Y | +60.5% | +73.4% | -12.9% | +21.0% |
| All | +294.9% | +1,060.3% | -765.4% | +66.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling