+25.1%
CDNS vs SN
+490.7%
-465.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -12.1% |
| 3M | -28.9% | +40.4% | -69.3% | -34.5% |
| 6M | -4.2% | +50.9% | -55.1% | -13.7% |
| YTD | -6.4% | +54.9% | -61.3% | -16.3% |
| 1Y | -16.2% | +43.0% | -59.2% | -24.0% |
| 3Y | +20.2% | +391.8% | -371.7% | -5.7% |
| All | +25.1% | +490.7% | -465.6% | -2.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling