+610.8%
CDNS vs NVT
+694.8%
-84.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +1.0% |
| 7D | -6.5% | +2.0% | -8.6% | -7.5% |
| 30D | -13.0% | -7.2% | -5.8% | -10.8% |
| 3M | -26.0% | -0.9% | -25.1% | -27.0% |
| 6M | -2.8% | +42.6% | -45.4% | -18.2% |
| YTD | -8.8% | +52.9% | -61.7% | -26.0% |
| 1Y | -15.8% | +64.5% | -80.3% | -34.2% |
| 3Y | +19.7% | +178.0% | -158.2% | -27.7% |
| 5Y | +70.8% | +402.8% | -332.0% | -19.2% |
| All | +610.8% | +694.8% | -84.1% | +168.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 10y: compounded portfolio wealth divided by compounded NVT 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…
10y analysis · Full analysis span regression · 6 months rolling