+1,005.1%
CDNS vs RBA
+182.6%
+822.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.0% | -0.9% | -2.2% |
| 7D | -9.2% | -1.1% | -8.2% | -8.9% |
| 30D | -16.3% | -13.2% | -3.0% | -12.0% |
| 3M | -27.9% | -21.4% | -6.6% | -22.2% |
| 6M | -4.3% | -20.9% | +16.5% | +2.9% |
| YTD | -9.1% | -19.9% | +10.7% | -3.0% |
| 1Y | -21.2% | -28.7% | +7.5% | -12.4% |
| 3Y | +19.4% | +27.4% | -8.0% | +5.2% |
| 5Y | +71.6% | +41.7% | +29.9% | +40.4% |
| 10Y | +1,005.1% | +189.6% | +815.5% | +567.0% |
| All | +1,005.1% | +182.6% | +822.5% | +567.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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