+576.8%
CDNS vs NTR
+103.7%
+473.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | +0.2% |
| 7D | -7.2% | +0.5% | -7.7% | -7.3% |
| 30D | -14.3% | +21.7% | -36.0% | -18.4% |
| 3M | -27.2% | +22.8% | -50.0% | -31.0% |
| 6M | -4.5% | +8.2% | -12.7% | -7.3% |
| YTD | -9.0% | +32.9% | -41.9% | -16.6% |
| 1Y | -21.3% | +45.3% | -66.7% | -30.0% |
| 3Y | +19.6% | +41.7% | -22.1% | +5.4% |
| 5Y | +71.5% | +49.8% | +21.7% | +38.5% |
| All | +576.8% | +103.7% | +473.1% | +339.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling