+113.7%
CDNS vs RDW
-0.7%
+114.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.3% | +3.9% | +1.8% |
| 7D | -1.1% | +0.9% | -2.0% | -1.3% |
| 30D | -10.4% | -21.3% | +10.8% | -8.5% |
| 3M | -24.6% | -37.9% | +13.3% | -21.9% |
| 6M | -1.6% | +12.3% | -13.9% | -5.6% |
| YTD | -7.4% | +39.7% | -47.2% | -14.7% |
| 1Y | -18.4% | +25.7% | -44.1% | -25.0% |
| 3Y | +19.0% | +230.8% | -211.9% | -8.9% |
| 5Y | +73.4% | -8.8% | +82.2% | +41.0% |
| All | +113.7% | -0.7% | +114.5% | +72.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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