+1,166.2%
CDNS vs RIG
-46.1%
+1,212.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +4.1% | -7.2% | -3.5% |
| 7D | +1.0% | +5.7% | -4.8% | +0.4% |
| 30D | -2.0% | -0.7% | -1.2% | -2.1% |
| 3M | -0.2% | -3.1% | +2.9% | -0.3% |
| 6M | -8.9% | -16.3% | +7.4% | -8.0% |
| YTD | +3.3% | +34.1% | -30.8% | -0.4% |
| 1Y | +2.2% | +38.2% | -35.9% | -1.8% |
| 3Y | +22.4% | -15.3% | +37.7% | +19.4% |
| 5Y | +78.0% | +62.5% | +15.6% | +60.3% |
| All | +1,166.2% | -46.1% | +1,212.3% | +973.9% |
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