+51,567.6%
SCHW vs CDNS
+6,027.8%
+45,539.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.6% | -0.6% |
| 7D | -1.9% | -1.1% | -0.7% | -1.5% |
| 30D | -1.6% | -10.4% | +8.8% | +1.5% |
| 3M | +21.3% | -24.6% | +45.9% | +31.4% |
| 6M | +16.5% | -1.6% | +18.1% | +15.1% |
| YTD | +8.4% | -7.4% | +15.8% | +8.4% |
| 1Y | +15.6% | -18.4% | +34.0% | +19.9% |
| 3Y | +86.8% | +19.0% | +67.9% | +66.2% |
| 5Y | +60.5% | +73.4% | -12.9% | +23.8% |
| 10Y | +297.7% | +1,055.6% | -757.9% | +60.7% |
| All | +51,567.6% | +6,027.8% | +45,539.8% | +9,861.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling