-9.9%
CDNS vs RCL
+18.1%
-28.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.4% | +1.4% | +2.3% |
| 7D | -2.4% | +6.5% | -8.9% | -4.0% |
| 30D | -10.2% | +15.9% | -26.0% | -13.6% |
| 3M | -5.5% | +2.7% | -8.1% | -6.5% |
| 6M | -9.9% | +15.2% | -25.1% | -12.6% |
| All | -9.9% | +18.1% | -28.0% | -12.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling