+588.2%
CDNS vs NTR
+97.9%
+490.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +1.9% | +1.6% |
| 7D | -1.1% | -1.3% | +0.1% | -0.9% |
| 30D | -10.4% | +16.8% | -27.2% | -13.9% |
| 3M | -24.6% | +20.7% | -45.3% | -28.3% |
| 6M | -1.6% | +0.5% | -2.2% | -2.7% |
| YTD | -7.4% | +29.2% | -36.6% | -14.6% |
| 1Y | -18.4% | +39.6% | -58.0% | -26.6% |
| 3Y | +19.0% | +37.9% | -18.9% | +5.5% |
| 5Y | +73.4% | +47.1% | +26.3% | +40.4% |
| All | +588.2% | +97.9% | +490.2% | +349.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling