+1,036.6%
CDNS vs SAP
+175.9%
+860.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.8% |
| 7D | -7.2% | -0.3% | -6.9% | -7.1% |
| 30D | -14.3% | +0.3% | -14.5% | -14.5% |
| 3M | -27.2% | +16.9% | -44.1% | -34.7% |
| 6M | -4.5% | +6.3% | -10.8% | -9.7% |
| YTD | -9.0% | -12.4% | +3.5% | -3.8% |
| 1Y | -21.3% | -21.6% | +0.3% | -11.0% |
| 3Y | +19.6% | +54.8% | -35.2% | -13.2% |
| 5Y | +71.5% | +56.2% | +15.4% | +21.0% |
| 10Y | +1,036.6% | +179.0% | +857.5% | +411.1% |
| All | +1,036.6% | +175.9% | +860.7% | +411.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling