+22.4%
CDNS vs RBA
+63.1%
-40.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.9% | -4.0% | -3.4% |
| 7D | +1.0% | +1.7% | -0.8% | +0.5% |
| 30D | -2.0% | +8.3% | -10.3% | -4.3% |
| 3M | -0.2% | +10.5% | -10.8% | -3.4% |
| 6M | -8.9% | -5.9% | -3.0% | -8.2% |
| YTD | +3.3% | -6.9% | +10.2% | +4.2% |
| 1Y | +2.2% | -4.9% | +7.1% | +2.2% |
| 3Y | +22.4% | +64.5% | -42.1% | +4.7% |
| All | +22.4% | +63.1% | -40.7% | +4.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling