+5,728.5%
CDNS vs NTRS
+7,716.8%
-1,988.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.2% | -0.5% |
| 7D | -6.5% | +0.3% | -6.9% | -6.7% |
| 30D | -13.0% | +0.2% | -13.2% | -13.1% |
| 3M | -26.0% | +13.2% | -39.2% | -30.2% |
| 6M | -2.8% | +36.9% | -39.8% | -16.2% |
| YTD | -8.8% | +39.1% | -47.9% | -22.1% |
| 1Y | -15.8% | +50.4% | -66.3% | -30.7% |
| 3Y | +19.7% | +166.8% | -147.1% | -25.7% |
| 5Y | +70.8% | +92.9% | -22.1% | +19.4% |
| 10Y | +1,038.0% | +255.7% | +782.3% | +449.2% |
| All | +5,728.5% | +7,716.8% | -1,988.3% | +536.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling