+250.5%
NEM vs CDNS
+23.9%
+226.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.1% | +3.5% | +1.0% |
| 7D | -6.4% | +1.0% | -7.4% | -6.6% |
| 30D | +1.4% | -2.0% | +3.4% | +1.7% |
| 3M | -0.7% | -0.2% | -0.5% | -0.9% |
| 6M | -4.5% | -8.9% | +4.4% | -3.0% |
| YTD | +14.0% | +3.3% | +10.7% | +13.3% |
| 1Y | +27.3% | +2.2% | +25.1% | +26.5% |
| 3Y | +250.5% | +22.4% | +228.1% | +230.8% |
| All | +250.5% | +23.9% | +226.6% | +230.8% |
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