+1,530.0%
CDNS vs NRG
+1,537.4%
-7.4%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.6% | +3.7% | +1.2% |
| 7D | -7.2% | +3.9% | -11.0% | -8.4% |
| 30D | -14.3% | -3.0% | -11.3% | -13.8% |
| 3M | -27.2% | -10.9% | -16.3% | -25.9% |
| 6M | -4.5% | -25.3% | +20.8% | +1.6% |
| YTD | -9.0% | -26.8% | +17.9% | -3.1% |
| 1Y | -21.3% | -23.3% | +2.0% | -18.2% |
| 3Y | +19.6% | +208.6% | -189.0% | -23.0% |
| 5Y | +71.5% | +194.1% | -122.6% | +9.6% |
| 10Y | +1,036.6% | +1,123.6% | -87.0% | +330.1% |
| All | +1,530.0% | +1,537.4% | -7.4% | +498.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling