+5,887.0%
CDNS vs SYY
+4,458.5%
+1,428.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.3% | -2.7% | -3.6% |
| 7D | -14.0% | -2.3% | -11.7% | -13.3% |
| 30D | -13.2% | -4.9% | -8.2% | -11.7% |
| 3M | -28.9% | +8.4% | -37.3% | -31.1% |
| 6M | -4.2% | -7.4% | +3.2% | -2.6% |
| YTD | -6.4% | +11.0% | -17.3% | -11.2% |
| 1Y | -16.2% | -0.2% | -16.0% | -17.7% |
| 3Y | +20.2% | +23.8% | -3.6% | +7.0% |
| 5Y | +76.6% | +18.1% | +58.5% | +59.1% |
| 10Y | +1,029.7% | +94.6% | +935.1% | +653.5% |
| All | +5,887.0% | +4,458.5% | +1,428.5% | +692.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling