-21.3%
CDNS vs RL
+9.8%
-31.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.5% | +1.1% |
| 7D | -7.2% | -0.3% | -6.9% | -7.2% |
| 30D | -14.3% | -17.5% | +3.3% | -9.5% |
| 3M | -27.2% | -14.0% | -13.2% | -24.2% |
| 6M | -4.5% | -2.0% | -2.5% | -5.9% |
| YTD | -9.0% | -4.6% | -4.4% | -9.1% |
| 1Y | -21.3% | +9.5% | -30.8% | -25.8% |
| All | -21.3% | +9.8% | -31.1% | -25.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling