+15,896.0%
CDNS vs RCL
+5,669.9%
+10,226.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.4% | +1.4% | +2.4% |
| 7D | -2.4% | +6.5% | -8.9% | -4.1% |
| 30D | -10.2% | +15.9% | -26.0% | -13.6% |
| 3M | -5.5% | +2.7% | -8.1% | -6.4% |
| 6M | -9.9% | +15.2% | -25.1% | -13.8% |
| YTD | +2.3% | +19.2% | -16.9% | -4.5% |
| 1Y | -1.4% | +31.6% | -33.0% | -10.8% |
| 3Y | +28.1% | +274.2% | -246.1% | -13.7% |
| 5Y | +79.7% | +250.1% | -170.3% | +16.1% |
| 10Y | +1,183.3% | +388.4% | +794.9% | +502.6% |
| All | +15,896.0% | +5,669.9% | +10,226.1% | +3,053.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling