+26.3%
CDNS vs SBAC
-7.9%
+34.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.1% |
| 7D | +7.0% | -2.7% | +9.8% | +6.8% |
| 30D | -0.3% | +3.3% | -3.5% | +0.1% |
| 3M | +3.2% | +3.3% | -0.1% | +3.6% |
| 6M | -6.9% | -10.9% | +4.0% | -7.6% |
| YTD | +6.6% | -1.0% | +7.6% | +6.5% |
| 1Y | +5.6% | -4.5% | +10.1% | +5.2% |
| All | +26.3% | -7.9% | +34.2% | +25.5% |
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