+69.4%
CDNS vs NVDL
+2,480.8%
-2,411.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.7% | +4.8% | +1.1% |
| 7D | -6.5% | -8.7% | +2.1% | -4.7% |
| 30D | -13.0% | -1.3% | -11.7% | -13.2% |
| 3M | -26.0% | +11.4% | -37.4% | -28.8% |
| 6M | -2.8% | +22.9% | -25.7% | -9.5% |
| YTD | -8.8% | +15.4% | -24.3% | -14.6% |
| 1Y | -15.8% | +18.8% | -34.6% | -22.8% |
| 3Y | +19.7% | +641.4% | -621.7% | -40.6% |
| All | +69.4% | +2,480.8% | -2,411.4% | -41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 NVDL 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