+5,887.0%
CDNS vs NOC
+16,458.4%
-10,571.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.5% | -1.5% | -3.2% |
| 7D | -14.0% | -5.2% | -8.8% | -12.5% |
| 30D | -13.2% | -7.2% | -6.0% | -11.2% |
| 3M | -28.9% | -5.1% | -23.8% | -28.1% |
| 6M | -4.2% | -31.1% | +26.9% | +6.6% |
| YTD | -6.4% | -8.6% | +2.2% | -5.4% |
| 1Y | -16.2% | -9.7% | -6.5% | -15.2% |
| 3Y | +20.2% | +24.3% | -4.1% | +6.6% |
| 5Y | +76.6% | +52.6% | +24.0% | +41.6% |
| 10Y | +1,029.7% | +183.6% | +846.1% | +601.8% |
| All | +5,887.0% | +16,458.4% | -10,571.3% | +1,156.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling