+5,887.0%
CDNS vs SAN
+2,116.5%
+3,770.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.2% | -3.7% |
| 7D | -14.0% | +1.8% | -15.8% | -14.5% |
| 30D | -13.2% | +2.0% | -15.1% | -13.8% |
| 3M | -28.9% | +19.7% | -48.6% | -33.4% |
| 6M | -4.2% | +30.6% | -34.8% | -13.4% |
| YTD | -6.4% | +28.8% | -35.2% | -15.4% |
| 1Y | -16.2% | +57.8% | -74.0% | -29.7% |
| 3Y | +20.2% | +338.1% | -318.0% | -31.3% |
| 5Y | +76.6% | +384.2% | -307.6% | -6.4% |
| 10Y | +1,029.7% | +353.1% | +676.5% | +451.9% |
| All | +5,887.0% | +2,116.5% | +3,770.6% | +1,461.6% |
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