+841.5%
CDNS vs SNAP
-77.2%
+918.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.0% | 0.0% | -3.3% |
| 7D | -14.0% | +0.7% | -14.7% | -14.1% |
| 30D | -13.2% | +2.6% | -15.8% | -13.7% |
| 3M | -28.9% | -9.9% | -19.0% | -28.1% |
| 6M | -4.2% | +1.9% | -6.0% | -5.5% |
| YTD | -6.4% | -32.2% | +25.9% | -1.7% |
| 1Y | -16.2% | -22.8% | +6.6% | -14.1% |
| 3Y | +20.2% | -47.6% | +67.8% | +23.8% |
| 5Y | +76.6% | -92.7% | +169.3% | +120.5% |
| All | +841.5% | -77.2% | +918.7% | +733.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling