+300.2%
NEM vs CDNS
+1,042.5%
-742.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | -3.3% | -6.5% | +3.2% | -2.1% |
| 30D | +7.8% | -13.0% | +20.8% | +10.5% |
| 3M | +36.3% | -26.0% | +62.3% | +43.5% |
| 6M | +6.6% | -2.8% | +9.4% | +6.9% |
| YTD | +27.1% | -8.8% | +36.0% | +28.7% |
| 1Y | +62.3% | -15.8% | +78.2% | +66.0% |
| 3Y | +245.1% | +19.7% | +225.3% | +223.5% |
| 5Y | +154.0% | +70.8% | +83.2% | +118.1% |
| All | +300.2% | +1,042.5% | -742.4% | +116.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CDNS.
Daily Out/Under-Performance
Portfolio return minus CDNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDNS 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 10y: compounded portfolio wealth divided by compounded CDNS 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…
10y analysis · Full analysis span regression · 6 months rolling