+250.5%
NEM vs CDNS
+19.2%
+231.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | +3.1% | -7.2% | +10.2% | +4.4% |
| 30D | +10.0% | -14.3% | +24.2% | +13.0% |
| 3M | +30.9% | -27.2% | +58.1% | +38.1% |
| 6M | +10.5% | -4.5% | +15.0% | +12.0% |
| YTD | +29.7% | -9.0% | +38.7% | +32.0% |
| 1Y | +71.1% | -21.3% | +92.5% | +76.8% |
| All | +250.5% | +19.2% | +231.3% | +229.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling