+70.8%
CDNS vs NSC
+44.4%
+26.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -6.5% | -1.4% | -5.2% | -6.1% |
| 30D | -13.0% | -3.4% | -9.6% | -11.9% |
| 3M | -26.0% | +5.1% | -31.1% | -27.7% |
| 6M | -2.8% | +9.2% | -12.1% | -7.3% |
| YTD | -8.8% | +13.4% | -22.2% | -14.6% |
| 1Y | -15.8% | +20.8% | -36.6% | -23.4% |
| 3Y | +19.7% | +76.1% | -56.4% | -12.2% |
| 5Y | +70.8% | +45.3% | +25.5% | +40.3% |
| All | +70.8% | +44.4% | +26.4% | +40.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling