+43.8%
CDNS vs SN
+681.9%
-638.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.9% | +2.2% | +4.5% |
| 7D | +2.1% | +7.6% | -5.5% | +0.5% |
| 30D | -4.6% | +24.1% | -28.7% | -9.3% |
| 3M | -0.8% | +23.7% | -24.5% | -5.7% |
| 6M | -7.2% | +105.5% | -112.7% | -22.0% |
| YTD | +7.7% | +105.1% | -97.4% | -10.0% |
| 1Y | +3.5% | +148.3% | -144.7% | -17.3% |
| 3Y | +31.2% | +438.7% | -407.4% | -3.4% |
| All | +43.8% | +681.9% | -638.1% | +5.4% |
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 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