+71.5%
CDNS vs RIO
+101.7%
-30.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -7.2% | +1.0% | -8.2% | -7.5% |
| 30D | -14.3% | +4.0% | -18.3% | -15.4% |
| 3M | -27.2% | +4.5% | -31.7% | -28.5% |
| 6M | -4.5% | +17.3% | -21.9% | -9.8% |
| YTD | -9.0% | +36.2% | -45.1% | -18.5% |
| 1Y | -21.3% | +76.1% | -97.5% | -35.6% |
| 3Y | +19.6% | +102.5% | -82.9% | -7.7% |
| 5Y | +71.5% | +103.5% | -32.0% | +33.0% |
| All | +71.5% | +101.7% | -30.1% | +33.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling