+1,815.8%
CDNS vs NWSA
+123.2%
+1,692.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.9% | -1.1% | -2.2% |
| 7D | -9.2% | -2.6% | -6.6% | -8.2% |
| 30D | -16.3% | +4.6% | -20.8% | -17.7% |
| 3M | -27.9% | +10.2% | -38.1% | -31.0% |
| 6M | -4.3% | +21.6% | -25.9% | -12.2% |
| YTD | -9.1% | +14.6% | -23.8% | -14.7% |
| 1Y | -21.2% | +0.4% | -21.6% | -22.1% |
| 3Y | +19.4% | +45.0% | -25.6% | +1.7% |
| 5Y | +71.6% | +41.3% | +30.3% | +45.0% |
| 10Y | +1,005.1% | +142.8% | +862.3% | +611.7% |
| All | +1,815.8% | +123.2% | +1,692.6% | +1,151.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded NWSA 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling