+4,733.6%
CDNS vs RIO
+6,008.3%
-1,274.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.4% | -4.4% | -4.1% |
| 7D | -14.0% | 0.0% | -14.0% | -14.0% |
| 30D | -13.2% | +4.0% | -17.1% | -14.3% |
| 3M | -28.9% | +0.1% | -29.0% | -29.1% |
| 6M | -4.2% | +12.7% | -16.9% | -8.3% |
| YTD | -6.4% | +35.6% | -41.9% | -16.0% |
| 1Y | -16.2% | +73.7% | -89.9% | -30.8% |
| 3Y | +20.2% | +93.3% | -73.1% | -5.1% |
| 5Y | +76.6% | +92.4% | -15.8% | +36.3% |
| 10Y | +1,029.7% | +606.9% | +422.7% | +450.8% |
| All | +4,733.6% | +6,008.3% | -1,274.7% | +753.7% |
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