+1,767.3%
CDNS vs SNY
+241.5%
+1,525.8%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.3% |
| 7D | -6.5% | -3.6% | -2.9% | -5.0% |
| 30D | -13.0% | -1.9% | -11.1% | -12.3% |
| 3M | -26.0% | -2.0% | -24.1% | -25.7% |
| 6M | -2.8% | +2.5% | -5.4% | -4.9% |
| YTD | -8.8% | -7.0% | -1.9% | -7.1% |
| 1Y | -15.8% | -4.4% | -11.4% | -15.6% |
| 3Y | +19.7% | -8.4% | +28.1% | +16.8% |
| 5Y | +70.8% | +9.5% | +61.2% | +48.9% |
| 10Y | +1,038.0% | +64.3% | +973.7% | +697.8% |
| All | +1,767.3% | +241.5% | +1,525.8% | +697.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling