+1,206.6%
CDNS vs RCL
+338.4%
+868.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.9% | +5.2% | +2.0% |
| 7D | +7.0% | -0.2% | +7.3% | +7.1% |
| 30D | -0.3% | +14.4% | -14.6% | -2.9% |
| 3M | +3.2% | +5.2% | -2.0% | +1.9% |
| 6M | -6.9% | +26.1% | -33.0% | -11.5% |
| YTD | +6.6% | +17.4% | -10.7% | +1.7% |
| 1Y | +5.6% | +24.7% | -19.0% | -0.7% |
| 3Y | +27.4% | +250.9% | -223.5% | -2.1% |
| 5Y | +83.7% | +293.8% | -210.1% | +33.1% |
| All | +1,206.6% | +338.4% | +868.2% | +815.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 10y: compounded portfolio wealth divided by compounded RCL 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…
10y analysis · Full analysis span regression · 6 months rolling