+73.1%
CDNS vs NTR
+46.2%
+26.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +0.5% |
| 7D | -6.5% | -2.5% | -4.1% | -6.2% |
| 30D | -13.0% | +17.0% | -30.0% | -15.0% |
| 3M | -26.0% | +22.2% | -48.2% | -28.4% |
| 6M | -2.8% | +5.2% | -8.0% | -4.1% |
| YTD | -8.8% | +29.7% | -38.5% | -13.4% |
| 1Y | -15.8% | +39.4% | -55.2% | -21.3% |
| 3Y | +19.7% | +38.2% | -18.5% | +10.7% |
| All | +73.1% | +46.2% | +26.8% | +46.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling