+2,885.0%
CDNS vs NTAP
+23,535.9%
-20,651.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.4% | +0.8% |
| 7D | +7.0% | +9.9% | -2.8% | +4.2% |
| 30D | -0.3% | -22.1% | +21.9% | +6.8% |
| 3M | +3.2% | -7.7% | +10.8% | +4.9% |
| 6M | -6.9% | +60.9% | -67.8% | -20.3% |
| YTD | +6.6% | +76.4% | -69.8% | -11.2% |
| 1Y | +5.6% | +69.3% | -63.7% | -11.1% |
| 3Y | +27.4% | +154.6% | -127.2% | -5.6% |
| 5Y | +83.7% | +131.4% | -47.7% | +39.5% |
| 10Y | +1,215.9% | +600.9% | +615.0% | +602.4% |
| All | +2,885.0% | +23,535.9% | -20,651.0% | +337.5% |
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 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