+5,234.1%
CDNS vs RIO
+4,806.4%
+427.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -3.0% |
| 7D | +1.0% | -0.9% | +1.9% | +1.3% |
| 30D | -2.0% | -9.1% | +7.1% | +1.2% |
| 3M | -0.2% | -13.7% | +13.4% | +4.6% |
| 6M | -8.9% | -24.3% | +15.4% | -0.5% |
| YTD | +3.3% | +8.9% | -5.5% | -0.4% |
| 1Y | +2.2% | +22.7% | -20.4% | -5.3% |
| 3Y | +22.4% | +51.2% | -28.8% | +4.9% |
| 5Y | +78.0% | +88.1% | -10.1% | +38.9% |
| 10Y | +1,175.2% | +352.3% | +822.9% | +620.0% |
| All | +5,234.1% | +4,806.4% | +427.7% | +911.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling