+3,411.3%
CDNS vs SAP
+2,432.7%
+978.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.1% | +6.9% | +4.3% |
| 7D | -2.4% | -0.7% | -1.8% | -2.3% |
| 30D | -10.2% | +11.1% | -21.3% | -14.0% |
| 3M | -5.5% | +17.0% | -22.5% | -11.6% |
| 6M | -9.9% | +34.8% | -44.7% | -21.0% |
| YTD | +2.3% | -2.2% | +4.6% | +1.1% |
| 1Y | -1.4% | -6.4% | +5.1% | -0.9% |
| 3Y | +28.1% | +75.1% | -47.1% | +1.3% |
| 5Y | +79.7% | +69.8% | +9.9% | +43.2% |
| 10Y | +1,183.3% | +219.8% | +963.4% | +709.4% |
| All | +3,411.3% | +2,432.7% | +978.6% | +1,375.3% |
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