+5,711.3%
CDNS vs NSC
+5,718.1%
-6.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.5% | -2.7% |
| 7D | -9.2% | -1.5% | -7.7% | -8.7% |
| 30D | -16.3% | -1.9% | -14.3% | -15.6% |
| 3M | -27.9% | +6.2% | -34.2% | -30.0% |
| 6M | -4.3% | +9.2% | -13.5% | -8.7% |
| YTD | -9.1% | +15.0% | -24.1% | -15.3% |
| 1Y | -21.2% | +21.1% | -42.3% | -28.2% |
| 3Y | +19.4% | +78.6% | -59.2% | -9.3% |
| 5Y | +71.6% | +45.9% | +25.7% | +40.6% |
| 10Y | +1,005.1% | +326.9% | +678.2% | +458.5% |
| All | +5,711.3% | +5,718.1% | -6.7% | +647.8% |
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 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