+1,026.7%
CDNS vs NTAP
+591.7%
+435.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.4% |
| 7D | -6.5% | -1.0% | -5.6% | -6.2% |
| 30D | -13.0% | -7.5% | -5.5% | -10.4% |
| 3M | -26.0% | +14.6% | -40.6% | -30.7% |
| 6M | -2.8% | +91.0% | -93.8% | -27.8% |
| YTD | -8.8% | +73.7% | -82.5% | -29.6% |
| 1Y | -15.8% | +51.2% | -67.1% | -31.2% |
| 3Y | +19.7% | +146.1% | -126.4% | -22.1% |
| 5Y | +70.8% | +122.8% | -52.1% | +13.8% |
| All | +1,026.7% | +591.7% | +435.0% | +382.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 10y: compounded portfolio wealth divided by compounded NTAP 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…
10y analysis · Full analysis span regression · 6 months rolling