+103.4%
CDNS vs RGTI
+53.1%
+50.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | -6.5% | -0.1% | -6.4% | -6.5% |
| 30D | -13.0% | -16.2% | +3.2% | -12.2% |
| 3M | -26.0% | -22.0% | -4.0% | -25.2% |
| 6M | -2.8% | -10.8% | +7.9% | -3.0% |
| YTD | -8.8% | -31.6% | +22.7% | -8.1% |
| 1Y | -15.8% | -6.4% | -9.5% | -17.2% |
| 3Y | +19.7% | +665.7% | -645.9% | -3.4% |
| 5Y | +70.8% | +55.6% | +15.1% | +54.0% |
| All | +103.4% | +53.1% | +50.3% | +77.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RGTI.
Daily Out/Under-Performance
Portfolio return minus RGTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGTI 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 RGTI 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