-25.8%
NVDA vs CDNS
+1.0%
-26.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.2% | -5.6% | -4.9% |
| 7D | -8.5% | +7.0% | -15.5% | -11.4% |
| 30D | -27.3% | -0.3% | -27.0% | -27.1% |
| 3M | -25.8% | +3.2% | -28.9% | -26.7% |
| All | -25.8% | +1.0% | -26.8% | -26.7% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling