+75.8%
CDNS vs NTRS
+93.2%
-17.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.1% |
| 7D | -1.1% | +1.4% | -2.5% | -1.7% |
| 30D | -10.4% | -0.7% | -9.8% | -10.2% |
| 3M | -24.6% | +11.3% | -35.9% | -28.2% |
| 6M | -1.6% | +35.5% | -37.2% | -14.2% |
| YTD | -7.4% | +40.6% | -48.0% | -20.8% |
| 1Y | -18.4% | +49.2% | -67.6% | -32.1% |
| 3Y | +19.0% | +167.2% | -148.3% | -24.6% |
| All | +75.8% | +93.2% | -17.4% | +27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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