+1,873.7%
CDNS vs NWSA
+127.4%
+1,746.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.8% | -2.2% | -3.3% |
| 7D | -14.0% | -1.9% | -12.1% | -13.3% |
| 30D | -13.2% | +4.6% | -17.7% | -14.8% |
| 3M | -28.9% | +13.2% | -42.1% | -32.8% |
| 6M | -4.2% | +27.0% | -31.2% | -13.6% |
| YTD | -6.4% | +16.8% | -23.2% | -12.8% |
| 1Y | -16.2% | +4.5% | -20.7% | -18.5% |
| 3Y | +20.2% | +46.2% | -26.1% | +2.0% |
| 5Y | +76.6% | +40.9% | +35.7% | +49.2% |
| 10Y | +1,029.7% | +145.1% | +884.6% | +624.0% |
| All | +1,873.7% | +127.4% | +1,746.3% | +1,179.4% |
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