-19.7%
CDNS vs NSC
+21.0%
-40.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -6.5% | -1.4% | -5.2% | -6.6% |
| 30D | -13.0% | -3.4% | -9.6% | -13.1% |
| 3M | -26.0% | +5.1% | -31.1% | -26.0% |
| 6M | -2.8% | +9.2% | -12.1% | -3.9% |
| YTD | -8.8% | +13.4% | -22.2% | -10.4% |
| All | -19.7% | +21.0% | -40.7% | -24.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling