+6,783.6%
CDNS vs SAN
+1,772.7%
+5,010.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +6.1% | -0.9% | +3.0% |
| 7D | +2.1% | +8.7% | -6.6% | -0.9% |
| 30D | -4.6% | -6.5% | +1.9% | -2.5% |
| 3M | -0.8% | -14.2% | +13.4% | +4.2% |
| 6M | -7.2% | +2.7% | -9.9% | -8.8% |
| YTD | +7.7% | +8.9% | -1.2% | +2.8% |
| 1Y | +3.5% | +23.4% | -19.9% | -5.5% |
| 3Y | +31.2% | +257.9% | -226.7% | -19.6% |
| 5Y | +84.5% | +297.8% | -213.2% | +4.8% |
| 10Y | +1,242.9% | +259.6% | +983.3% | +611.5% |
| All | +6,783.6% | +1,772.7% | +5,010.8% | +1,796.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling