-24.0%
NKE vs CDNS
+1,060.3%
-1,084.3%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | 0.0% |
| 7D | -4.2% | -1.1% | -3.0% | -3.8% |
| 30D | -8.2% | -10.4% | +2.3% | -5.1% |
| 3M | -19.1% | -24.6% | +5.5% | -11.8% |
| 6M | -32.6% | -1.6% | -31.0% | -33.8% |
| YTD | -40.7% | -7.4% | -33.3% | -40.9% |
| 1Y | -48.9% | -18.4% | -30.4% | -46.8% |
| 3Y | -59.2% | +19.0% | -78.2% | -65.3% |
| 5Y | -75.3% | +73.4% | -148.8% | -82.6% |
| All | -24.0% | +1,060.3% | -1,084.3% | -71.4% |
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