-16.2%
CDNS vs SN
+46.4%
-62.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.0% | -3.8% |
| 7D | -14.0% | -9.3% | -4.7% | -12.0% |
| 30D | -13.2% | -4.8% | -8.4% | -12.0% |
| 3M | -28.9% | +40.4% | -69.3% | -34.0% |
| 6M | -4.2% | +50.9% | -55.1% | -13.4% |
| YTD | -6.4% | +54.9% | -61.3% | -16.0% |
| 1Y | -16.2% | +43.0% | -59.2% | -24.7% |
| All | -16.2% | +46.4% | -62.6% | -24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 1y: compounded portfolio wealth divided by compounded SN 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…
1y analysis · Full analysis span regression · 6 months rolling