-16.2%
CDNS vs RJF
+7.8%
-24.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.6% | -2.4% | -3.4% |
| 7D | -14.0% | -0.6% | -13.4% | -13.8% |
| 30D | -13.2% | -1.3% | -11.9% | -12.7% |
| 3M | -28.9% | +18.9% | -47.8% | -33.7% |
| 6M | -4.2% | +15.0% | -19.2% | -10.4% |
| YTD | -6.4% | +12.2% | -18.6% | -13.3% |
| 1Y | -16.2% | +5.6% | -21.8% | -20.9% |
| All | -16.2% | +7.8% | -24.0% | -20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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