+4,646.5%
CDNS vs SNPS
+5,427.6%
-781.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.4% | +1.4% | -1.2% |
| 7D | -14.0% | -11.0% | -3.0% | -8.5% |
| 30D | -13.2% | -1.7% | -11.4% | -12.7% |
| 3M | -28.9% | -20.4% | -8.5% | -20.0% |
| 6M | -4.2% | -8.6% | +4.4% | +0.4% |
| YTD | -6.4% | -16.2% | +9.8% | +2.6% |
| 1Y | -16.2% | -34.6% | +18.4% | -1.8% |
| 3Y | +20.2% | -14.5% | +34.6% | +24.1% |
| 5Y | +76.6% | +17.0% | +59.6% | +58.7% |
| 10Y | +1,029.7% | +560.0% | +469.6% | +368.0% |
| All | +4,646.5% | +5,427.6% | -781.1% | +678.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling