-16.2%
CDNS vs NTR
+43.1%
-59.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.6% | -2.4% | -4.1% |
| 7D | -14.0% | +8.1% | -22.1% | -13.4% |
| 30D | -13.2% | +18.8% | -31.9% | -12.0% |
| 3M | -28.9% | +16.2% | -45.1% | -28.1% |
| 6M | -4.2% | +9.8% | -13.9% | -3.7% |
| YTD | -6.4% | +30.9% | -37.2% | -4.3% |
| 1Y | -16.2% | +41.8% | -58.0% | -13.1% |
| All | -16.2% | +43.1% | -59.3% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 1y: compounded portfolio wealth divided by compounded NTR 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…
1y analysis · Full analysis span regression · 6 months rolling