+71.2%
CDNS vs RKT
-7.0%
+78.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.8% | -1.2% | -2.6% |
| 7D | -9.2% | +6.0% | -15.2% | -10.2% |
| 30D | -16.3% | +0.7% | -16.9% | -16.5% |
| 3M | -27.9% | +11.8% | -39.8% | -30.0% |
| 6M | -4.3% | -7.6% | +3.3% | -4.3% |
| YTD | -9.1% | -28.7% | +19.6% | -5.4% |
| 1Y | -21.2% | -32.6% | +11.3% | -17.6% |
| 3Y | +19.4% | +42.1% | -22.7% | -3.9% |
| All | +71.2% | -7.0% | +78.3% | +51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RKT.
Daily Out/Under-Performance
Portfolio return minus RKT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RKT 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 RKT 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