+929.0%
CDNS vs SNAP
-79.3%
+1,008.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.6% | +5.3% | +3.1% |
| 7D | -2.4% | -7.1% | +4.7% | -1.3% |
| 30D | -10.2% | -14.6% | +4.5% | -8.1% |
| 3M | -5.5% | -5.0% | -0.5% | -5.3% |
| 6M | -9.9% | -18.8% | +9.0% | -7.8% |
| YTD | +2.3% | -38.5% | +40.9% | +8.7% |
| 1Y | -1.4% | -38.1% | +36.7% | +4.5% |
| 3Y | +28.1% | -53.8% | +81.9% | +34.5% |
| 5Y | +79.7% | -90.7% | +170.4% | +117.3% |
| All | +929.0% | -79.3% | +1,008.3% | +821.8% |
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