+1,166.2%
CDNS vs SNPS
+635.4%
+530.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.6% | -1.5% | -1.8% |
| 7D | +1.0% | +1.1% | -0.1% | +0.2% |
| 30D | -2.0% | -5.2% | +3.2% | +2.2% |
| 3M | -0.2% | +10.6% | -10.8% | -9.1% |
| 6M | -8.9% | -10.6% | +1.7% | -2.1% |
| YTD | +3.3% | -3.1% | +6.4% | +3.6% |
| 1Y | +2.2% | +15.6% | -13.3% | -11.2% |
| 3Y | +22.4% | -12.9% | +35.3% | +14.7% |
| 5Y | +78.0% | +31.2% | +46.8% | +12.9% |
| All | +1,166.2% | +635.4% | +530.8% | +59.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNPS.
Daily Out/Under-Performance
Portfolio return minus SNPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNPS 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 SNPS 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