+1,206.6%
CDNS vs RL
+342.1%
+864.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.1% | +1.5% |
| 7D | +7.0% | +2.4% | +4.7% | +6.3% |
| 30D | -0.3% | +4.6% | -4.8% | -1.5% |
| 3M | +3.2% | -1.1% | +4.3% | +3.3% |
| 6M | -6.9% | +16.5% | -23.4% | -11.2% |
| YTD | +6.6% | +11.4% | -4.8% | +2.6% |
| 1Y | +5.6% | +16.1% | -10.5% | +0.3% |
| 3Y | +27.4% | +252.6% | -225.2% | -10.2% |
| 5Y | +83.7% | +244.9% | -161.2% | +27.5% |
| All | +1,206.6% | +342.1% | +864.5% | +801.4% |
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