+5,887.0%
CDNS vs RJF
+49,848.3%
-43,961.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -12.8% |
| 3M | -28.9% | +18.9% | -47.8% | -33.8% |
| 6M | -4.2% | +15.0% | -19.2% | -9.6% |
| YTD | -6.4% | +12.2% | -18.6% | -11.1% |
| 1Y | -16.2% | +5.6% | -21.8% | -18.7% |
| 3Y | +20.2% | +74.9% | -54.7% | -5.5% |
| 5Y | +76.6% | +106.6% | -30.0% | +28.4% |
| 10Y | +1,029.7% | +433.1% | +596.6% | +427.6% |
| All | +5,887.0% | +49,848.3% | -43,961.2% | +294.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling