-16.2%
CDNS vs SAP
-19.8%
+3.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.1% | -3.6% |
| 7D | -14.0% | -2.9% | -11.1% | -12.9% |
| 30D | -13.2% | +9.0% | -22.2% | -16.2% |
| 3M | -28.9% | +14.9% | -43.8% | -32.1% |
| 6M | -4.2% | +11.9% | -16.1% | -8.5% |
| YTD | -6.4% | -9.9% | +3.5% | -1.6% |
| 1Y | -16.2% | -19.5% | +3.3% | -6.7% |
| All | -16.2% | -19.8% | +3.6% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 1y: compounded portfolio wealth divided by compounded SAP 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…
1y analysis · Full analysis span regression · 6 months rolling