+59.6%
SCHW vs CDNS
+69.8%
-10.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -2.8% | -6.5% | +3.8% | -1.1% |
| 30D | -0.1% | -13.0% | +12.9% | +3.3% |
| 3M | +20.6% | -26.0% | +46.6% | +29.5% |
| 6M | +15.9% | -2.8% | +18.8% | +14.6% |
| YTD | +8.5% | -8.8% | +17.3% | +8.5% |
| 1Y | +17.8% | -15.8% | +33.7% | +20.2% |
| 3Y | +88.5% | +19.7% | +68.8% | +64.6% |
| All | +59.6% | +69.8% | -10.2% | +19.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling