+21.4%
CDNS vs SN
+496.6%
-475.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.0% | -3.9% | -3.2% |
| 7D | -9.2% | +0.1% | -9.4% | -9.3% |
| 30D | -16.3% | -5.6% | -10.7% | -15.1% |
| 3M | -27.9% | +48.1% | -76.0% | -34.5% |
| 6M | -4.3% | +57.6% | -62.0% | -14.7% |
| YTD | -9.1% | +56.5% | -65.6% | -19.0% |
| 1Y | -21.2% | +52.6% | -73.8% | -29.6% |
| 3Y | +19.4% | +412.0% | -392.6% | -6.6% |
| All | +21.4% | +496.6% | -475.2% | -5.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling