+17.0%
CDNS vs NWSA
+44.1%
-27.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.4% |
| 7D | -7.2% | -3.1% | -4.1% | -5.7% |
| 30D | -14.3% | +4.3% | -18.5% | -16.0% |
| 3M | -27.2% | +9.2% | -36.4% | -30.8% |
| 6M | -4.5% | +21.6% | -26.1% | -14.8% |
| YTD | -9.0% | +14.2% | -23.2% | -15.9% |
| 1Y | -21.3% | +1.8% | -23.1% | -22.2% |
| All | +17.0% | +44.1% | -27.1% | -3.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling