+70.8%
CDNS vs NWSA
+39.0%
+31.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.5% |
| 7D | -6.5% | -4.8% | -1.8% | -4.1% |
| 30D | -13.0% | +3.0% | -16.0% | -14.3% |
| 3M | -26.0% | +9.3% | -35.3% | -29.8% |
| 6M | -2.8% | +23.2% | -26.0% | -13.9% |
| YTD | -8.8% | +13.3% | -22.2% | -15.6% |
| 1Y | -15.8% | +2.9% | -18.7% | -18.2% |
| 3Y | +19.7% | +43.3% | -23.6% | -3.4% |
| 5Y | +70.8% | +40.9% | +29.9% | +32.8% |
| All | +70.8% | +39.0% | +31.7% | +32.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling