+768.9%
CDNS vs RBA
+3,565.6%
-2,796.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -24.2% |
| 6M | -4.2% | -18.5% | +14.4% | +1.1% |
| YTD | -6.4% | -18.2% | +11.9% | -1.5% |
| 1Y | -16.2% | -27.5% | +11.3% | -8.6% |
| 3Y | +20.2% | +38.1% | -17.9% | +5.8% |
| 5Y | +76.6% | +44.8% | +31.8% | +50.0% |
| 10Y | +1,029.7% | +187.1% | +842.5% | +660.0% |
| All | +768.9% | +3,565.6% | -2,796.7% | +188.7% |
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 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