+5,728.5%
CDNS vs NYT
+754.3%
+4,974.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.2% | +0.1% |
| 7D | -6.5% | -0.7% | -5.8% | -6.4% |
| 30D | -13.0% | +4.5% | -17.5% | -14.2% |
| 3M | -26.0% | -8.5% | -17.5% | -24.5% |
| 6M | -2.8% | -15.1% | +12.2% | +1.1% |
| YTD | -8.8% | -3.3% | -5.5% | -9.0% |
| 1Y | -15.8% | +17.0% | -32.8% | -21.0% |
| 3Y | +19.7% | +55.7% | -35.9% | +1.2% |
| 5Y | +70.8% | +38.9% | +31.9% | +46.9% |
| 10Y | +1,038.0% | +485.3% | +552.7% | +501.8% |
| All | +5,728.5% | +754.3% | +4,974.2% | +2,144.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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