+77.8%
CDNS vs NVTS
-17.0%
+94.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.5% | +0.4% |
| 7D | -7.2% | +3.5% | -10.7% | -7.5% |
| 30D | -14.3% | -11.9% | -2.3% | -13.5% |
| 3M | -27.2% | -49.2% | +22.0% | -23.8% |
| 6M | -4.5% | +38.4% | -42.9% | -9.4% |
| YTD | -9.0% | +62.5% | -71.4% | -15.4% |
| 1Y | -21.3% | +101.4% | -122.7% | -29.4% |
| 3Y | +19.6% | +40.4% | -20.9% | +5.9% |
| All | +77.8% | -17.0% | +94.8% | +58.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling