-74.8%
NKE vs CDNS
+69.8%
-144.7%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | -5.5% | -6.5% | +1.0% | -3.7% |
| 30D | -10.4% | -13.0% | +2.6% | -7.0% |
| 3M | -15.8% | -26.0% | +10.2% | -8.6% |
| 6M | -33.4% | -2.8% | -30.6% | -34.3% |
| YTD | -41.0% | -8.8% | -32.2% | -41.0% |
| 1Y | -49.1% | -15.8% | -33.2% | -47.9% |
| 3Y | -59.8% | +19.7% | -79.5% | -66.4% |
| All | -74.8% | +69.8% | -144.7% | -83.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling