+6,507.0%
CDNS vs RJF
+47,306.8%
-40,799.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.8% | -3.9% | -3.4% |
| 7D | +1.0% | +3.6% | -2.6% | -0.4% |
| 30D | -2.0% | +7.2% | -9.2% | -4.7% |
| 3M | -0.2% | -6.5% | +6.3% | +2.3% |
| 6M | -8.9% | +10.3% | -19.2% | -12.7% |
| YTD | +3.3% | +6.5% | -3.2% | 0.0% |
| 1Y | +2.2% | +6.1% | -3.9% | -1.0% |
| 3Y | +22.4% | +74.9% | -52.5% | -3.6% |
| 5Y | +78.0% | +81.3% | -3.3% | +36.2% |
| 10Y | +1,175.2% | +332.3% | +842.9% | +547.6% |
| All | +6,507.0% | +47,306.8% | -40,799.8% | +343.9% |
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 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