+1,005.1%
CDNS vs RL
+304.3%
+700.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.1% | -1.8% | -2.6% |
| 7D | -9.2% | +1.9% | -11.1% | -9.7% |
| 30D | -16.3% | -12.2% | -4.0% | -13.4% |
| 3M | -27.9% | -6.6% | -21.3% | -26.9% |
| 6M | -4.3% | +3.2% | -7.5% | -6.0% |
| YTD | -9.1% | -1.3% | -7.8% | -9.6% |
| 1Y | -21.2% | +13.6% | -34.8% | -24.7% |
| 3Y | +19.4% | +210.9% | -191.5% | -12.9% |
| 5Y | +71.6% | +246.9% | -175.2% | +20.2% |
| 10Y | +1,005.1% | +310.1% | +695.0% | +677.4% |
| All | +1,005.1% | +304.3% | +700.7% | +677.4% |
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