+813.8%
CDNS vs SNAP
-77.4%
+891.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.2% | -2.8% |
| 7D | -9.2% | +1.5% | -10.7% | -9.5% |
| 30D | -16.3% | +1.9% | -18.1% | -16.7% |
| 3M | -27.9% | -3.9% | -24.0% | -27.9% |
| 6M | -4.3% | +5.2% | -9.6% | -6.2% |
| YTD | -9.1% | -32.7% | +23.6% | -4.4% |
| 1Y | -21.2% | -24.8% | +3.6% | -18.9% |
| 3Y | +19.4% | -42.2% | +61.6% | +21.3% |
| 5Y | +71.6% | -92.7% | +164.3% | +114.1% |
| All | +813.8% | -77.4% | +891.2% | +710.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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