+71.5%
CDNS vs NTAP
+129.9%
-58.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +1.2% |
| 7D | -7.2% | +2.2% | -9.4% | -8.2% |
| 30D | -14.3% | -7.0% | -7.2% | -11.6% |
| 3M | -27.2% | +12.3% | -39.5% | -31.8% |
| 6M | -4.5% | +85.1% | -89.6% | -31.9% |
| YTD | -9.0% | +74.8% | -83.7% | -33.3% |
| 1Y | -21.3% | +52.7% | -74.0% | -38.3% |
| 3Y | +19.6% | +147.7% | -128.1% | -31.2% |
| 5Y | +71.5% | +124.8% | -53.2% | -0.7% |
| All | +71.5% | +129.9% | -58.4% | -0.7% |
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