+17.0%
CDNS vs NOC
+28.0%
-11.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.1% |
| 7D | -7.2% | -1.6% | -5.6% | -7.3% |
| 30D | -14.3% | -10.4% | -3.9% | -15.0% |
| 3M | -27.2% | -5.6% | -21.6% | -27.4% |
| 6M | -4.5% | -30.4% | +25.9% | -5.9% |
| YTD | -9.0% | -8.5% | -0.5% | -9.5% |
| 1Y | -21.3% | -8.3% | -13.0% | -21.7% |
| All | +17.0% | +28.0% | -11.0% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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