+78.0%
CDNS vs NVTS
-20.2%
+98.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.9% | +4.0% | +0.4% |
| 7D | -6.5% | +0.5% | -7.0% | -6.6% |
| 30D | -13.0% | -18.0% | +5.0% | -11.7% |
| 3M | -26.0% | -45.6% | +19.6% | -22.9% |
| 6M | -2.8% | +28.5% | -31.3% | -7.3% |
| YTD | -8.8% | +56.2% | -65.0% | -15.1% |
| 1Y | -15.8% | +97.7% | -113.5% | -24.3% |
| 3Y | +19.7% | +35.0% | -15.3% | +6.4% |
| All | +78.0% | -20.2% | +98.2% | +58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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