+4.4%
CDNS vs RBRK
+124.5%
-120.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.5% | +4.1% | +2.2% |
| 7D | -1.1% | -7.5% | +6.4% | +1.0% |
| 30D | -10.4% | -10.4% | 0.0% | -8.3% |
| 3M | -24.6% | +21.3% | -45.9% | -30.0% |
| 6M | -1.6% | +50.6% | -52.3% | -15.0% |
| YTD | -7.4% | +13.3% | -20.7% | -14.3% |
| 1Y | -18.4% | +11.2% | -29.7% | -24.8% |
| All | +4.4% | +124.5% | -120.0% | -21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling