+71.5%
CDNS vs RIG
+64.1%
+7.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.0% | +0.3% |
| 7D | -7.2% | -8.2% | +1.0% | -6.2% |
| 30D | -14.3% | -0.2% | -14.1% | -14.3% |
| 3M | -27.2% | -2.7% | -24.5% | -27.2% |
| 6M | -4.5% | -7.5% | +2.9% | -4.3% |
| YTD | -9.0% | +38.3% | -47.2% | -13.5% |
| 1Y | -21.3% | +81.8% | -103.2% | -28.2% |
| 3Y | +19.6% | -30.2% | +49.8% | +16.9% |
| 5Y | +71.5% | +59.9% | +11.6% | +48.4% |
| All | +71.5% | +64.1% | +7.5% | +48.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling