+10,876.2%
CDNS vs RIG
-40.2%
+10,916.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.8% | -1.2% | -3.6% |
| 7D | -14.0% | +0.9% | -14.9% | -14.2% |
| 30D | -13.2% | +13.8% | -27.0% | -14.9% |
| 3M | -28.9% | -6.4% | -22.5% | -28.5% |
| 6M | -4.2% | -8.2% | +4.0% | -3.9% |
| YTD | -6.4% | +41.6% | -48.0% | -12.0% |
| 1Y | -16.2% | +88.7% | -104.9% | -24.9% |
| 3Y | +20.2% | -30.9% | +51.0% | +19.9% |
| 5Y | +76.6% | +57.7% | +19.0% | +46.7% |
| 10Y | +1,029.7% | -39.3% | +1,068.9% | +724.0% |
| All | +10,876.2% | -40.2% | +10,916.5% | +7,862.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling