+28.1%
CDNS vs SN
+397.9%
-369.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.7% | 0.0% | +2.0% |
| 7D | -2.4% | +7.2% | -9.6% | -4.3% |
| 30D | -10.2% | +20.4% | -30.6% | -14.9% |
| 3M | -5.5% | +23.9% | -29.4% | -11.2% |
| 6M | -9.9% | +93.0% | -102.9% | -26.1% |
| YTD | +2.3% | +99.2% | -96.9% | -17.5% |
| 1Y | -1.4% | +142.6% | -144.0% | -25.2% |
| 3Y | +28.1% | +398.8% | -370.7% | -17.1% |
| All | +28.1% | +397.9% | -369.8% | -17.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling