+78.5%
CDNS vs RL
+226.8%
-148.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.4% | +4.1% | +3.3% |
| 7D | -2.4% | -4.2% | +1.7% | -0.8% |
| 30D | -10.2% | +4.3% | -14.4% | -11.7% |
| 3M | -5.5% | -4.6% | -0.9% | -4.0% |
| 6M | -9.9% | +1.7% | -11.6% | -11.4% |
| YTD | +2.3% | +7.3% | -5.0% | -2.2% |
| 1Y | -1.4% | +20.8% | -22.2% | -10.6% |
| 3Y | +28.1% | +247.0% | -218.9% | -27.8% |
| All | +78.5% | +226.8% | -148.4% | +0.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling