+1,026.7%
CDNS vs RIG
-40.1%
+1,066.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -0.9% | 0.0% |
| 7D | -6.5% | -4.2% | -2.4% | -6.2% |
| 30D | -13.0% | -0.7% | -12.3% | -13.0% |
| 3M | -26.0% | -4.0% | -22.0% | -25.9% |
| 6M | -2.8% | -6.3% | +3.5% | -2.8% |
| YTD | -8.8% | +39.7% | -48.5% | -12.1% |
| 1Y | -15.8% | +78.1% | -93.9% | -20.8% |
| 3Y | +19.7% | -29.5% | +49.2% | +18.7% |
| 5Y | +70.8% | +65.3% | +5.4% | +53.5% |
| All | +1,026.7% | -40.1% | +1,066.9% | +821.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded RIG 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling