+2,521.2%
CDNS vs NTAP
+23,420.6%
-20,899.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.1% | -4.1% | -4.0% |
| 7D | -14.0% | -0.8% | -13.2% | -13.8% |
| 30D | -13.2% | -0.5% | -12.6% | -13.2% |
| 3M | -28.9% | +4.1% | -33.0% | -30.0% |
| 6M | -4.2% | +88.0% | -92.1% | -21.2% |
| YTD | -6.4% | +75.6% | -81.9% | -21.5% |
| 1Y | -16.2% | +58.9% | -75.1% | -27.8% |
| 3Y | +20.2% | +153.6% | -133.4% | -10.4% |
| 5Y | +76.6% | +127.6% | -51.0% | +35.4% |
| 10Y | +1,029.7% | +580.4% | +449.3% | +510.2% |
| All | +2,521.2% | +23,420.6% | -20,899.4% | +286.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling