-8.9%
CDNS vs NTAP
+57.3%
-66.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.5% | -0.6% | -2.5% |
| 7D | +1.0% | +7.2% | -6.2% | -0.7% |
| 30D | -2.0% | -18.4% | +16.4% | +2.4% |
| 3M | -0.2% | -11.3% | +11.1% | +2.4% |
| 6M | -8.9% | +53.8% | -62.7% | -16.3% |
| All | -8.9% | +57.3% | -66.2% | -16.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling