+21.2%
CDNS vs RBA
+32.9%
-11.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.3% | -4.3% | -4.1% |
| 7D | -14.0% | -2.9% | -11.1% | -13.2% |
| 30D | -13.2% | -12.3% | -0.9% | -9.7% |
| 3M | -28.9% | -20.5% | -8.4% | -24.4% |
| 6M | -4.2% | -18.5% | +14.4% | +0.7% |
| YTD | -6.4% | -18.2% | +11.9% | -1.8% |
| 1Y | -16.2% | -27.5% | +11.3% | -8.6% |
| All | +21.2% | +32.9% | -11.7% | +9.4% |
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