+19.4%
CDNS vs SAN
+356.8%
-337.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.5% | -2.8% |
| 7D | -9.2% | +3.3% | -12.6% | -10.1% |
| 30D | -16.3% | +1.1% | -17.3% | -16.5% |
| 3M | -27.9% | +22.2% | -50.1% | -32.1% |
| 6M | -4.3% | +36.0% | -40.3% | -13.0% |
| YTD | -9.1% | +28.2% | -37.4% | -16.2% |
| 1Y | -21.2% | +54.1% | -75.4% | -31.3% |
| 3Y | +19.4% | +354.2% | -334.9% | -18.9% |
| All | +19.4% | +356.8% | -337.4% | -18.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling