+982.4%
CDNS vs SNAP
-79.0%
+1,061.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.8% | +3.4% | +4.9% |
| 7D | +2.1% | -7.3% | +9.5% | +3.3% |
| 30D | -4.6% | -18.9% | +14.3% | -1.6% |
| 3M | -0.8% | -5.3% | +4.5% | -0.5% |
| 6M | -7.2% | -16.9% | +9.7% | -5.4% |
| YTD | +7.7% | -37.4% | +45.1% | +14.1% |
| 1Y | +3.5% | -38.5% | +42.0% | +9.8% |
| 3Y | +31.2% | -55.1% | +86.3% | +38.4% |
| 5Y | +84.5% | -90.8% | +175.3% | +123.5% |
| All | +982.4% | -79.0% | +1,061.4% | +866.9% |
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