+6,634.9%
CDNS vs SAN
+1,775.7%
+4,859.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.5% |
| 7D | -0.1% | +3.4% | -3.5% | -1.2% |
| 30D | -5.5% | -6.3% | +0.8% | -3.5% |
| 3M | +0.5% | -14.1% | +14.6% | +5.5% |
| 6M | -9.6% | +4.2% | -13.8% | -11.6% |
| YTD | +5.3% | +9.0% | -3.7% | +0.5% |
| 1Y | +3.4% | +18.8% | -15.4% | -4.4% |
| 3Y | +25.9% | +252.0% | -226.1% | -22.4% |
| 5Y | +85.8% | +299.5% | -213.7% | +5.3% |
| 10Y | +1,199.9% | +276.7% | +923.2% | +577.5% |
| All | +6,634.9% | +1,775.7% | +4,859.1% | +1,754.4% |
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