+1,235.1%
CDNS vs RL
+369.1%
+866.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.7% | -1.5% |
| 7D | +2.4% | +1.3% | +1.1% | +2.1% |
| 30D | -6.0% | +7.6% | -13.6% | -7.9% |
| 3M | -0.1% | -1.5% | +1.4% | +0.2% |
| 6M | -8.6% | +12.1% | -20.6% | -11.9% |
| YTD | +6.1% | +13.9% | -7.8% | +1.5% |
| 1Y | +0.8% | +20.7% | -19.8% | -5.3% |
| 3Y | +26.8% | +260.6% | -233.8% | -11.2% |
| 5Y | +86.9% | +248.9% | -162.0% | +29.1% |
| 10Y | +1,235.1% | +355.9% | +879.2% | +808.0% |
| All | +1,235.1% | +369.1% | +866.0% | +808.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling