+1,016.1%
CDNS vs NTNX
+146.9%
+869.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.7% |
| 7D | -6.5% | -3.9% | -2.6% | -5.6% |
| 30D | -13.0% | +1.7% | -14.7% | -13.4% |
| 3M | -26.0% | +31.7% | -57.7% | -31.0% |
| 6M | -2.8% | +69.4% | -72.2% | -15.1% |
| YTD | -8.8% | +26.6% | -35.4% | -14.8% |
| 1Y | -15.8% | -15.2% | -0.6% | -14.1% |
| 3Y | +19.7% | +80.9% | -61.2% | +0.5% |
| 5Y | +70.8% | +53.3% | +17.4% | +42.0% |
| All | +1,016.1% | +146.9% | +869.3% | +693.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTNX.
Daily Out/Under-Performance
Portfolio return minus NTNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTNX 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 NTNX 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