+71.6%
CDNS vs RL
+241.4%
-169.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.1% | -1.8% | -2.5% |
| 7D | -9.2% | +1.9% | -11.1% | -9.9% |
| 30D | -16.3% | -12.2% | -4.0% | -12.2% |
| 3M | -27.9% | -6.6% | -21.3% | -26.5% |
| 6M | -4.3% | +3.2% | -7.5% | -6.9% |
| YTD | -9.1% | -1.3% | -7.8% | -10.1% |
| 1Y | -21.2% | +13.6% | -34.8% | -26.6% |
| 3Y | +19.4% | +210.9% | -191.5% | -27.7% |
| 5Y | +71.6% | +246.9% | -175.2% | -2.9% |
| All | +71.6% | +241.4% | -169.8% | -2.9% |
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