-15.9%
CDNS vs RIG
+81.3%
-97.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.0% | +0.3% |
| 7D | -7.2% | -8.2% | +1.0% | -6.3% |
| 30D | -14.3% | -0.2% | -14.1% | -14.3% |
| 3M | -27.2% | -2.7% | -24.5% | -27.1% |
| 6M | -4.5% | -7.5% | +2.9% | -4.8% |
| YTD | -9.0% | +38.3% | -47.2% | -14.1% |
| All | -15.9% | +81.3% | -97.2% | -23.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling