+19.0%
CDNS vs NTRA
+507.7%
-488.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.3% |
| 7D | -1.1% | +0.2% | -1.4% | -1.2% |
| 30D | -10.4% | +4.1% | -14.6% | -11.4% |
| 3M | -24.6% | +50.0% | -74.6% | -33.6% |
| 6M | -1.6% | +67.3% | -68.9% | -17.3% |
| YTD | -7.4% | +43.6% | -51.0% | -18.7% |
| 1Y | -18.4% | +89.2% | -107.7% | -34.9% |
| 3Y | +19.0% | +502.5% | -483.6% | -26.2% |
| All | +19.0% | +507.7% | -488.7% | -26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 3y: compounded portfolio wealth divided by compounded NTRA 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…
3y analysis · Full analysis span regression · 6 months rolling