+21.2%
CDNS vs RL
+214.6%
-193.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.0% | -6.0% | -4.7% |
| 7D | -14.0% | -0.8% | -13.2% | -13.8% |
| 30D | -13.2% | -7.8% | -5.4% | -10.8% |
| 3M | -28.9% | -4.0% | -24.9% | -28.3% |
| 6M | -4.2% | -1.9% | -2.3% | -4.9% |
| YTD | -6.4% | -0.2% | -6.2% | -7.7% |
| 1Y | -16.2% | +10.7% | -26.9% | -21.1% |
| All | +21.2% | +214.6% | -193.4% | -20.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling