+5,990.1%
NKE vs CDNS
+5,926.8%
+63.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.1% | -2.0% |
| 7D | -2.3% | -7.2% | +4.9% | -1.0% |
| 30D | -10.4% | -14.3% | +3.9% | -7.9% |
| 3M | -15.5% | -27.2% | +11.7% | -10.7% |
| 6M | -32.6% | -4.5% | -28.1% | -32.7% |
| YTD | -39.8% | -9.0% | -30.9% | -39.5% |
| 1Y | -47.6% | -21.3% | -26.2% | -46.0% |
| 3Y | -59.0% | +19.6% | -78.6% | -61.7% |
| 5Y | -74.9% | +71.5% | -146.5% | -78.2% |
| 10Y | -21.9% | +1,036.6% | -1,058.5% | -51.4% |
| All | +5,990.1% | +5,926.8% | +63.3% | +1,935.6% |
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