+16.8%
CDNS vs RIG
-30.6%
+47.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.4% | -2.7% |
| 7D | -9.2% | -2.7% | -6.5% | -8.9% |
| 30D | -16.3% | +9.5% | -25.8% | -17.5% |
| 3M | -27.9% | -6.6% | -21.3% | -27.4% |
| 6M | -4.3% | -2.9% | -1.5% | -4.9% |
| YTD | -9.1% | +39.5% | -48.6% | -14.9% |
| 1Y | -21.2% | +82.3% | -103.5% | -29.8% |
| All | +16.8% | -30.6% | +47.4% | +6.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling