+19.4%
CDNS vs RGEN
-0.1%
+19.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.6% | -3.5% | -3.1% |
| 7D | -9.2% | -0.9% | -8.4% | -9.1% |
| 30D | -16.3% | +2.8% | -19.1% | -16.8% |
| 3M | -27.9% | +34.5% | -62.4% | -33.1% |
| 6M | -4.3% | +40.5% | -44.8% | -12.6% |
| YTD | -9.1% | +2.8% | -12.0% | -10.9% |
| 1Y | -21.2% | +39.6% | -60.8% | -28.4% |
| 3Y | +19.4% | +4.4% | +15.0% | +19.6% |
| All | +19.4% | -0.1% | +19.4% | +19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 3y: compounded portfolio wealth divided by compounded RGEN 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…
3y analysis · Full analysis span regression · 6 months rolling