+1,357.7%
CDNS vs NTRA
+1,700.8%
-343.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.2% | -1.7% | -2.7% |
| 7D | -9.2% | +1.1% | -10.3% | -9.4% |
| 30D | -16.3% | +0.6% | -16.9% | -16.4% |
| 3M | -27.9% | +51.8% | -79.8% | -34.0% |
| 6M | -4.3% | +63.6% | -67.9% | -14.1% |
| YTD | -9.1% | +41.5% | -50.6% | -16.3% |
| 1Y | -21.2% | +93.6% | -114.9% | -31.8% |
| 3Y | +19.4% | +498.0% | -478.7% | -16.9% |
| 5Y | +71.6% | +172.5% | -100.8% | +26.9% |
| 10Y | +1,005.1% | +2,960.8% | -1,955.8% | +479.9% |
| All | +1,357.7% | +1,700.8% | -343.1% | +667.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling