+3,112.6%
CDNS vs SAP
+2,233.8%
+878.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.1% | -3.7% |
| 7D | -14.0% | -2.9% | -11.1% | -13.0% |
| 30D | -13.2% | +9.0% | -22.2% | -16.1% |
| 3M | -28.9% | +14.9% | -43.8% | -33.3% |
| 6M | -4.2% | +11.9% | -16.1% | -9.3% |
| YTD | -6.4% | -9.9% | +3.5% | -4.0% |
| 1Y | -16.2% | -19.5% | +3.3% | -10.4% |
| 3Y | +20.2% | +61.8% | -41.6% | -1.5% |
| 5Y | +76.6% | +56.2% | +20.5% | +45.9% |
| 10Y | +1,029.7% | +180.6% | +849.1% | +651.6% |
| All | +3,112.6% | +2,233.8% | +878.8% | +1,300.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling