+71.5%
CDNS vs RGEN
-44.3%
+115.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.2% | +0.7% |
| 7D | -7.2% | -4.6% | -2.6% | -6.0% |
| 30D | -14.3% | +1.2% | -15.4% | -14.5% |
| 3M | -27.2% | +26.8% | -54.0% | -32.4% |
| 6M | -4.5% | +29.1% | -33.6% | -12.4% |
| YTD | -9.0% | +0.7% | -9.7% | -10.6% |
| 1Y | -21.3% | +39.1% | -60.4% | -30.1% |
| 3Y | +19.6% | +2.2% | +17.3% | +9.9% |
| 5Y | +71.5% | -44.0% | +115.5% | +72.0% |
| All | +71.5% | -44.3% | +115.8% | +72.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling