+2,792.6%
CDNS vs NTAP
+22,937.7%
-20,145.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.5% | -0.6% | -2.4% |
| 7D | +1.0% | +7.2% | -6.2% | -1.0% |
| 30D | -2.0% | -18.4% | +16.4% | +3.7% |
| 3M | -0.2% | -11.3% | +11.1% | +2.7% |
| 6M | -8.9% | +53.8% | -62.7% | -21.0% |
| YTD | +3.3% | +72.0% | -68.6% | -13.3% |
| 1Y | +2.2% | +68.0% | -65.8% | -13.7% |
| 3Y | +22.4% | +149.5% | -127.1% | -8.8% |
| 5Y | +78.0% | +125.6% | -47.6% | +36.2% |
| 10Y | +1,175.2% | +583.1% | +592.1% | +585.8% |
| All | +2,792.6% | +22,937.7% | -20,145.0% | +327.1% |
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