+2,294.6%
CDNS vs SBAC
+2,215.3%
+79.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.6% |
| 7D | -0.1% | -2.8% | +2.7% | +0.4% |
| 30D | -5.5% | +3.1% | -8.6% | -6.1% |
| 3M | +0.5% | +5.1% | -4.6% | -0.7% |
| 6M | -9.6% | -11.4% | +1.8% | -8.2% |
| YTD | +5.3% | +0.2% | +5.1% | +3.7% |
| 1Y | +3.4% | -3.9% | +7.3% | +2.5% |
| 3Y | +25.9% | -7.7% | +33.5% | +23.6% |
| 5Y | +85.8% | -39.7% | +125.5% | +96.9% |
| 10Y | +1,199.9% | +111.9% | +1,088.0% | +1,005.9% |
| All | +2,294.6% | +2,215.3% | +79.3% | +1,328.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling