+38.0%
CDNS vs SN
+671.3%
-633.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.8% | -5.9% | -3.7% |
| 7D | +1.0% | +1.5% | -0.6% | +0.6% |
| 30D | -2.0% | +21.5% | -23.5% | -6.4% |
| 3M | -0.2% | +20.0% | -20.3% | -4.5% |
| 6M | -8.9% | +119.9% | -128.8% | -24.6% |
| YTD | +3.3% | +102.3% | -99.0% | -13.4% |
| 1Y | +2.2% | +148.0% | -145.8% | -18.3% |
| 3Y | +22.4% | +450.0% | -427.6% | -9.7% |
| All | +38.0% | +671.3% | -633.3% | +1.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling