+71.6%
CDNS vs RCL
+234.0%
-162.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.7% | -2.9% |
| 7D | -9.2% | -0.5% | -8.8% | -9.1% |
| 30D | -16.3% | -17.3% | +1.1% | -11.8% |
| 3M | -27.9% | -2.8% | -25.2% | -27.7% |
| 6M | -4.3% | -4.4% | +0.1% | -4.1% |
| YTD | -9.1% | -4.2% | -4.9% | -10.1% |
| 1Y | -21.2% | -23.4% | +2.1% | -17.3% |
| 3Y | +19.4% | +179.4% | -160.0% | -14.2% |
| 5Y | +71.6% | +238.8% | -167.1% | +10.9% |
| All | +71.6% | +234.0% | -162.4% | +10.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling