+70.8%
CDNS vs SYY
+20.0%
+50.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.1% |
| 7D | -6.5% | +1.5% | -8.1% | -6.9% |
| 30D | -13.0% | -2.3% | -10.7% | -12.6% |
| 3M | -26.0% | +5.5% | -31.5% | -27.1% |
| 6M | -2.8% | -1.0% | -1.9% | -3.1% |
| YTD | -8.8% | +14.1% | -23.0% | -13.0% |
| 1Y | -15.8% | +5.6% | -21.4% | -17.9% |
| 3Y | +19.7% | +27.9% | -8.1% | +4.9% |
| 5Y | +70.8% | +22.7% | +48.0% | +48.1% |
| All | +70.8% | +20.0% | +50.8% | +48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 5y: compounded portfolio wealth divided by compounded SYY 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…
5y analysis · Full analysis span regression · 6 months rolling