+12,336.5%
CDNS vs RIG
-47.1%
+12,383.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.6% | -1.5% |
| 7D | +2.4% | -12.2% | +14.6% | +4.3% |
| 30D | -6.0% | -6.0% | 0.0% | -5.4% |
| 3M | -0.1% | -9.4% | +9.4% | +0.7% |
| 6M | -8.6% | -19.1% | +10.5% | -6.7% |
| YTD | +6.1% | +25.4% | -19.3% | +0.9% |
| 1Y | +0.8% | +23.3% | -22.5% | -4.0% |
| 3Y | +26.8% | -22.1% | +48.9% | +24.1% |
| 5Y | +86.9% | +50.1% | +36.7% | +56.4% |
| 10Y | +1,235.1% | -50.7% | +1,285.8% | +909.6% |
| All | +12,336.5% | -47.1% | +12,383.6% | +9,033.7% |
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