+2,324.1%
CDNS vs SBAC
+2,188.2%
+135.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.4% |
| 7D | +7.0% | -2.7% | +9.8% | +7.6% |
| 30D | -0.3% | +3.3% | -3.5% | -1.0% |
| 3M | +3.2% | +3.3% | -0.1% | +2.3% |
| 6M | -6.9% | -10.9% | +4.0% | -5.6% |
| YTD | +6.6% | -1.0% | +7.6% | +5.2% |
| 1Y | +5.6% | -4.5% | +10.1% | +4.8% |
| 3Y | +27.4% | -8.7% | +36.2% | +25.3% |
| 5Y | +83.7% | -40.6% | +124.3% | +95.2% |
| 10Y | +1,215.9% | +109.4% | +1,106.5% | +1,021.9% |
| All | +2,324.1% | +2,188.2% | +135.9% | +1,349.1% |
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