+19.4%
CDNS vs SBAC
-9.5%
+28.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -3.0% |
| 7D | -9.2% | -0.1% | -9.2% | -9.2% |
| 30D | -16.3% | +3.2% | -19.5% | -16.1% |
| 3M | -27.9% | -5.1% | -22.9% | -28.1% |
| 6M | -4.3% | -2.1% | -2.2% | -4.6% |
| YTD | -9.1% | -0.5% | -8.6% | -9.4% |
| 1Y | -21.2% | +1.1% | -22.3% | -21.3% |
| 3Y | +19.4% | -7.4% | +26.8% | +20.2% |
| All | +19.4% | -9.5% | +28.9% | +20.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling