+6,717.9%
CDNS vs NOC
+17,556.4%
-10,838.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.6% | +1.3% |
| 7D | +7.0% | +4.5% | +2.5% | +5.6% |
| 30D | -0.3% | +14.1% | -14.3% | -4.5% |
| 3M | +3.2% | -4.5% | +7.6% | +4.0% |
| 6M | -6.9% | -0.8% | -6.1% | -7.7% |
| YTD | +6.6% | -2.5% | +9.2% | +5.1% |
| 1Y | +5.6% | -0.1% | +5.7% | +3.2% |
| 3Y | +27.4% | +24.6% | +2.8% | +13.1% |
| 5Y | +83.7% | +65.6% | +18.1% | +43.2% |
| 10Y | +1,215.9% | +160.5% | +1,055.4% | +741.5% |
| All | +6,717.9% | +17,556.4% | -10,838.5% | +1,295.5% |
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