+899.0%
CDNS vs RBA
+4,102.2%
-3,203.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.4% | +2.8% | +4.5% |
| 7D | +2.1% | +2.5% | -0.4% | +1.4% |
| 30D | -4.6% | +11.6% | -16.2% | -8.0% |
| 3M | -0.8% | +1.5% | -2.3% | -1.7% |
| 6M | -7.2% | -6.6% | -0.6% | -6.3% |
| YTD | +7.7% | -6.3% | +13.9% | +8.2% |
| 1Y | +3.5% | -4.0% | +7.5% | +3.2% |
| 3Y | +31.2% | +47.3% | -16.0% | +12.9% |
| 5Y | +84.5% | +47.7% | +36.9% | +55.5% |
| 10Y | +1,242.9% | +224.7% | +1,018.2% | +766.5% |
| All | +899.0% | +4,102.2% | -3,203.2% | +217.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling