+1,036.6%
CDNS vs SAN
+329.5%
+707.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.5% |
| 7D | -7.2% | -0.5% | -6.7% | -7.1% |
| 30D | -14.3% | -0.1% | -14.2% | -14.3% |
| 3M | -27.2% | +19.6% | -46.8% | -30.7% |
| 6M | -4.5% | +32.7% | -37.2% | -11.7% |
| YTD | -9.0% | +26.7% | -35.6% | -15.1% |
| 1Y | -21.3% | +51.6% | -73.0% | -30.1% |
| 3Y | +19.6% | +348.7% | -329.2% | -20.4% |
| 5Y | +71.5% | +378.7% | -307.2% | +9.1% |
| 10Y | +1,036.6% | +336.9% | +699.6% | +615.8% |
| All | +1,036.6% | +329.5% | +707.0% | +615.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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