+1,044.2%
CDNS vs NRG
+1,083.9%
-39.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | -0.1% | +1.1% |
| 7D | -1.1% | -4.7% | +3.5% | +0.1% |
| 30D | -10.4% | -6.0% | -4.5% | -9.3% |
| 3M | -24.6% | -8.0% | -16.6% | -24.0% |
| 6M | -1.6% | -23.2% | +21.5% | +3.2% |
| YTD | -7.4% | -28.1% | +20.6% | -1.6% |
| 1Y | -18.4% | -27.3% | +8.8% | -14.0% |
| 3Y | +19.0% | +208.7% | -189.7% | -21.5% |
| 5Y | +73.4% | +197.7% | -124.2% | +13.4% |
| All | +1,044.2% | +1,083.9% | -39.7% | +469.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 10y: compounded portfolio wealth divided by compounded NRG 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…
10y analysis · Full analysis span regression · 6 months rolling