+5,887.0%
CDNS vs RGEN
+1,576.0%
+4,311.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.8% | -3.9% |
| 7D | -14.0% | -4.9% | -9.1% | -13.6% |
| 30D | -13.2% | +5.7% | -18.8% | -13.6% |
| 3M | -28.9% | +32.4% | -61.3% | -30.8% |
| 6M | -4.2% | +33.2% | -37.4% | -7.0% |
| YTD | -6.4% | +2.3% | -8.6% | -7.0% |
| 1Y | -16.2% | +39.0% | -55.2% | -19.1% |
| 3Y | +20.2% | -4.6% | +24.8% | +18.2% |
| 5Y | +76.6% | -42.7% | +119.3% | +79.0% |
| 10Y | +1,029.7% | +433.6% | +596.1% | +867.1% |
| All | +5,887.0% | +1,576.0% | +4,311.0% | +3,177.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling