+6,507.0%
CDNS vs NSC
+5,741.3%
+765.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.6% | -1.5% | -2.4% |
| 7D | +1.0% | +2.5% | -1.5% | 0.0% |
| 30D | -2.0% | +1.7% | -3.7% | -2.7% |
| 3M | -0.2% | -2.6% | +2.3% | +0.6% |
| 6M | -8.9% | +6.4% | -15.3% | -12.0% |
| YTD | +3.3% | +15.5% | -12.1% | -4.0% |
| 1Y | +2.2% | +17.6% | -15.4% | -5.8% |
| 3Y | +22.4% | +75.0% | -52.6% | -6.3% |
| 5Y | +78.0% | +32.2% | +45.9% | +51.9% |
| 10Y | +1,175.2% | +296.6% | +878.6% | +563.4% |
| All | +6,507.0% | +5,741.3% | +765.7% | +747.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling