+3,540.0%
CDNS vs SAP
+2,435.9%
+1,104.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | +0.1% | -0.9% |
| 7D | +2.4% | +1.5% | +0.9% | +1.7% |
| 30D | -6.0% | +8.8% | -14.8% | -9.3% |
| 3M | -0.1% | +12.1% | -12.2% | -4.9% |
| 6M | -8.6% | +34.6% | -43.1% | -19.8% |
| YTD | +6.1% | -2.1% | +8.2% | +4.8% |
| 1Y | +0.8% | -5.5% | +6.4% | +0.9% |
| 3Y | +26.8% | +67.4% | -40.7% | +2.0% |
| 5Y | +86.9% | +74.6% | +12.3% | +47.4% |
| 10Y | +1,235.1% | +224.0% | +1,011.1% | +738.5% |
| All | +3,540.0% | +2,435.9% | +1,104.1% | +1,429.0% |
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