+19.0%
CDNS vs SNY
-9.6%
+28.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.4% | +1.5% |
| 7D | -1.1% | -3.3% | +2.2% | -1.0% |
| 30D | -10.4% | -2.2% | -8.3% | -10.4% |
| 3M | -24.6% | -3.0% | -21.6% | -24.5% |
| 6M | -1.6% | +2.7% | -4.4% | -2.0% |
| YTD | -7.4% | -6.8% | -0.6% | -7.1% |
| 1Y | -18.4% | -5.3% | -13.2% | -18.3% |
| 3Y | +19.0% | -9.8% | +28.7% | +19.5% |
| All | +19.0% | -9.6% | +28.6% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 3y: compounded portfolio wealth divided by compounded SNY 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…
3y analysis · Full analysis span regression · 6 months rolling