+71.6%
CDNS vs SBAC
-43.9%
+115.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.9% |
| 7D | -9.2% | -0.1% | -9.2% | -9.2% |
| 30D | -16.3% | +3.2% | -19.5% | -16.7% |
| 3M | -27.9% | -5.1% | -22.9% | -27.4% |
| 6M | -4.3% | -2.1% | -2.2% | -5.0% |
| YTD | -9.1% | -0.5% | -8.6% | -10.4% |
| 1Y | -21.2% | +1.1% | -22.3% | -22.8% |
| 3Y | +19.4% | -7.4% | +26.8% | +14.9% |
| 5Y | +71.6% | -44.3% | +115.9% | +115.4% |
| All | +71.6% | -43.9% | +115.6% | +115.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling