+476.9%
NEM vs CDNS
+6,098.4%
-5,621.4%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.0% | +2.2% | -1.5% |
| 7D | +0.3% | -14.0% | +14.3% | +1.4% |
| 30D | +23.1% | -13.2% | +36.2% | +24.3% |
| 3M | +18.5% | -28.9% | +47.4% | +21.4% |
| 6M | +7.8% | -4.2% | +11.9% | +8.0% |
| YTD | +29.1% | -6.4% | +35.5% | +29.5% |
| 1Y | +72.7% | -16.2% | +88.9% | +74.3% |
| 3Y | +248.7% | +20.2% | +228.6% | +240.8% |
| 5Y | +148.7% | +76.6% | +72.0% | +135.1% |
| 10Y | +304.8% | +1,029.7% | -724.9% | +239.3% |
| All | +476.9% | +6,098.4% | -5,621.4% | +326.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling