+2,078.1%
CDNS vs NWSA
+102.5%
+1,975.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.7% | -5.8% | -4.1% |
| 7D | +1.0% | +2.2% | -1.2% | 0.0% |
| 30D | -2.0% | -8.8% | +6.8% | +1.2% |
| 3M | -0.2% | -6.5% | +6.3% | +1.7% |
| 6M | -8.9% | +1.5% | -10.4% | -10.7% |
| YTD | +3.3% | +4.0% | -0.7% | 0.0% |
| 1Y | +2.2% | +3.4% | -1.2% | -0.9% |
| 3Y | +22.4% | +34.8% | -12.5% | +6.7% |
| 5Y | +78.0% | +18.4% | +59.7% | +59.6% |
| 10Y | +1,175.2% | +149.2% | +1,026.0% | +716.5% |
| All | +2,078.1% | +102.5% | +1,975.6% | +1,367.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling