+1,901.4%
CDNS vs RL
+1,366.2%
+535.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -11.0% |
| 3M | -28.9% | -4.0% | -24.9% | -28.3% |
| 6M | -4.2% | -1.9% | -2.3% | -4.7% |
| YTD | -6.4% | -0.2% | -6.2% | -7.4% |
| 1Y | -16.2% | +10.7% | -26.9% | -20.2% |
| 3Y | +20.2% | +210.8% | -190.6% | -20.5% |
| 5Y | +76.6% | +238.2% | -161.6% | +10.8% |
| 10Y | +1,029.7% | +313.4% | +716.3% | +482.9% |
| All | +1,901.4% | +1,366.2% | +535.2% | +462.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling