+77.4%
CDNS vs RBA
+45.3%
+32.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.3% | -4.3% | -4.1% |
| 7D | -14.0% | -2.9% | -11.1% | -13.1% |
| 30D | -13.2% | -12.3% | -0.9% | -9.4% |
| 3M | -28.9% | -20.5% | -8.4% | -23.9% |
| 6M | -4.2% | -18.5% | +14.4% | +1.4% |
| YTD | -6.4% | -18.2% | +11.9% | -1.3% |
| 1Y | -16.2% | -27.5% | +11.3% | -8.0% |
| 3Y | +20.2% | +38.1% | -17.9% | +3.9% |
| All | +77.4% | +45.3% | +32.2% | +40.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling