-18.4%
CDNS vs RIO
+69.4%
-87.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.4% |
| 7D | -1.1% | -3.2% | +2.1% | -0.1% |
| 30D | -10.4% | +0.9% | -11.4% | -10.8% |
| 3M | -24.6% | -1.4% | -23.2% | -24.3% |
| 6M | -1.6% | +10.9% | -12.6% | -4.7% |
| YTD | -7.4% | +31.2% | -38.6% | -13.7% |
| 1Y | -18.4% | +67.9% | -86.3% | -29.6% |
| All | -18.4% | +69.4% | -87.8% | -29.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling