+19.4%
CDNS vs RIO
+104.4%
-85.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.5% | -3.5% | -3.1% |
| 7D | -9.2% | +1.9% | -11.2% | -9.9% |
| 30D | -16.3% | +5.0% | -21.2% | -17.8% |
| 3M | -27.9% | +5.1% | -33.1% | -29.5% |
| 6M | -4.3% | +17.6% | -21.9% | -10.2% |
| YTD | -9.1% | +36.3% | -45.4% | -19.7% |
| 1Y | -21.2% | +71.2% | -92.4% | -36.6% |
| 3Y | +19.4% | +102.7% | -83.3% | -12.8% |
| All | +19.4% | +104.4% | -85.1% | -12.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling