+19.4%
CDNS vs NTAP
+153.4%
-134.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.9% | -4.8% | -3.7% |
| 7D | -9.2% | +3.3% | -12.5% | -10.4% |
| 30D | -16.3% | -0.2% | -16.0% | -16.4% |
| 3M | -27.9% | +11.4% | -39.3% | -31.6% |
| 6M | -4.3% | +88.7% | -93.0% | -29.7% |
| YTD | -9.1% | +78.9% | -88.0% | -31.7% |
| 1Y | -21.2% | +58.8% | -80.0% | -37.5% |
| 3Y | +19.4% | +153.5% | -134.2% | -21.6% |
| All | +19.4% | +153.4% | -134.1% | -21.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling