+2,105.3%
CDNS vs NDAQ
+2,628.3%
-523.0%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.3% | +3.9% | +4.7% |
| 7D | +2.1% | -0.1% | +2.2% | +2.2% |
| 30D | -4.6% | +15.9% | -20.5% | -9.9% |
| 3M | -0.8% | +15.1% | -15.9% | -6.1% |
| 6M | -7.2% | +22.9% | -30.1% | -14.7% |
| YTD | +7.7% | +12.8% | -5.2% | +2.1% |
| 1Y | +3.5% | +26.0% | -22.5% | -5.8% |
| 3Y | +31.2% | +119.7% | -88.5% | -2.6% |
| 5Y | +84.5% | +65.4% | +19.1% | +51.3% |
| 10Y | +1,242.9% | +469.3% | +773.6% | +632.0% |
| All | +2,105.3% | +2,628.3% | -523.0% | +715.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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