+85.8%
CDNS vs NTAP
+122.6%
-36.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.1% | -4.8% | -2.5% |
| 7D | -0.1% | -2.4% | +2.3% | +0.9% |
| 30D | -5.5% | -23.4% | +17.9% | +5.9% |
| 3M | +0.5% | -7.5% | +8.1% | +2.9% |
| 6M | -9.6% | +56.4% | -66.0% | -30.2% |
| YTD | +5.3% | +73.6% | -68.3% | -23.5% |
| 1Y | +3.4% | +68.4% | -65.0% | -23.8% |
| 3Y | +25.9% | +150.6% | -124.7% | -29.0% |
| 5Y | +85.8% | +122.5% | -36.7% | +8.5% |
| All | +85.8% | +122.6% | -36.9% | +8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling