+22.4%
CDNS vs NSC
+77.7%
-55.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.6% | -1.5% | -2.7% |
| 7D | +1.0% | +2.5% | -1.5% | +0.4% |
| 30D | -2.0% | +1.7% | -3.7% | -2.3% |
| 3M | -0.2% | -2.6% | +2.3% | +0.4% |
| 6M | -8.9% | +6.4% | -15.3% | -10.8% |
| YTD | +3.3% | +15.5% | -12.1% | -1.9% |
| 1Y | +2.2% | +17.6% | -15.4% | -3.6% |
| 3Y | +22.4% | +75.0% | -52.6% | +7.0% |
| All | +22.4% | +77.7% | -55.4% | +7.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling