+1,044.2%
CDNS vs RIO
+608.6%
+435.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.3% |
| 7D | -1.1% | -3.2% | +2.1% | 0.0% |
| 30D | -10.4% | +0.9% | -11.4% | -10.9% |
| 3M | -24.6% | -1.4% | -23.2% | -24.5% |
| 6M | -1.6% | +10.9% | -12.6% | -5.9% |
| YTD | -7.4% | +31.2% | -38.6% | -17.3% |
| 1Y | -18.4% | +67.9% | -86.3% | -33.7% |
| 3Y | +19.0% | +88.8% | -69.8% | -8.8% |
| 5Y | +73.4% | +93.1% | -19.7% | +28.0% |
| All | +1,044.2% | +608.6% | +435.6% | +440.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 10y: compounded portfolio wealth divided by compounded RIO 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…
10y analysis · Full analysis span regression · 6 months rolling