+84.5%
CDNS vs SAN
+294.6%
-210.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +6.1% | -0.9% | +3.5% |
| 7D | +2.1% | +8.7% | -6.6% | -0.3% |
| 30D | -4.6% | -6.5% | +1.9% | -3.0% |
| 3M | -0.8% | -14.2% | +13.4% | +3.2% |
| 6M | -7.2% | +2.7% | -9.9% | -8.5% |
| YTD | +7.7% | +8.9% | -1.2% | +3.7% |
| 1Y | +3.5% | +23.4% | -19.9% | -3.9% |
| 3Y | +31.2% | +257.9% | -226.7% | -9.6% |
| 5Y | +84.5% | +297.8% | -213.2% | +24.5% |
| All | +84.5% | +294.6% | -210.0% | +24.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling