-1.1%
CDNS vs RBRK
+62.9%
-64.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.1% | -0.3% | +1.3% |
| 7D | -3.8% | -12.5% | +8.7% | -0.7% |
| 30D | -6.8% | -3.0% | -3.8% | -6.2% |
| 3M | -3.3% | +46.9% | -50.2% | -14.0% |
| 6M | -5.7% | +105.4% | -111.1% | -25.8% |
| YTD | +5.4% | +55.6% | -50.2% | -15.7% |
| 1Y | -1.1% | +63.9% | -65.0% | -20.3% |
| All | -1.1% | +62.9% | -64.0% | -20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 1y: compounded portfolio wealth divided by compounded RBRK 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…
1y analysis · Full analysis span regression · 6 months rolling