+70.8%
CDNS vs RJF
+101.5%
-30.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.7% |
| 7D | -6.5% | -4.2% | -2.4% | -4.5% |
| 30D | -13.0% | -3.6% | -9.4% | -11.5% |
| 3M | -26.0% | +15.6% | -41.7% | -31.3% |
| 6M | -2.8% | +17.6% | -20.4% | -10.7% |
| YTD | -8.8% | +9.2% | -18.1% | -13.7% |
| 1Y | -15.8% | +5.5% | -21.3% | -19.1% |
| 3Y | +19.7% | +70.3% | -50.6% | -10.9% |
| 5Y | +70.8% | +106.0% | -35.3% | +12.2% |
| All | +70.8% | +101.5% | -30.7% | +12.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling