+1,044.2%
CDNS vs NSC
+332.1%
+712.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +1.9% |
| 7D | -1.1% | -2.8% | +1.7% | 0.0% |
| 30D | -10.4% | -4.5% | -5.9% | -8.7% |
| 3M | -24.6% | +3.5% | -28.1% | -26.1% |
| 6M | -1.6% | +8.5% | -10.2% | -6.3% |
| YTD | -7.4% | +12.3% | -19.8% | -13.3% |
| 1Y | -18.4% | +18.9% | -37.4% | -25.6% |
| 3Y | +19.0% | +74.1% | -55.2% | -11.6% |
| 5Y | +73.4% | +43.9% | +29.5% | +39.7% |
| All | +1,044.2% | +332.1% | +712.1% | +491.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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