-21.3%
CDNS vs SBAC
+0.1%
-21.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.1% |
| 7D | -7.2% | +0.2% | -7.4% | -7.2% |
| 30D | -14.3% | +3.9% | -18.1% | -13.9% |
| 3M | -27.2% | -8.2% | -19.0% | -27.7% |
| 6M | -4.5% | -2.8% | -1.7% | -6.2% |
| YTD | -9.0% | -1.5% | -7.4% | -11.1% |
| 1Y | -21.3% | 0.0% | -21.4% | -22.2% |
| All | -21.3% | +0.1% | -21.4% | -22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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