+1,206.6%
CDNS vs RIG
-48.2%
+1,254.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.2% |
| 7D | +7.0% | +4.3% | +2.7% | +6.6% |
| 30D | -0.3% | -5.8% | +5.6% | +0.1% |
| 3M | +3.2% | -6.7% | +9.8% | +3.4% |
| 6M | -6.9% | -18.7% | +11.8% | -5.8% |
| YTD | +6.6% | +28.8% | -22.2% | +3.2% |
| 1Y | +5.6% | +28.8% | -23.2% | +2.2% |
| 3Y | +27.4% | -20.0% | +47.4% | +25.0% |
| 5Y | +83.7% | +56.0% | +27.7% | +66.0% |
| All | +1,206.6% | -48.2% | +1,254.8% | +1,012.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling