+127.6%
NOK vs CDNS
+1,042.5%
-914.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | +8.7% | -6.5% | +15.2% | +10.9% |
| 30D | +12.5% | -13.0% | +25.5% | +17.3% |
| 3M | -20.7% | -26.0% | +5.3% | -13.0% |
| 6M | +36.2% | -2.8% | +39.0% | +38.4% |
| YTD | +64.1% | -8.8% | +73.0% | +69.4% |
| 1Y | +132.4% | -15.8% | +148.2% | +143.9% |
| 3Y | +182.9% | +19.7% | +163.1% | +154.6% |
| 5Y | +102.8% | +70.8% | +32.0% | +57.2% |
| All | +127.6% | +1,042.5% | -914.9% | -20.3% |
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