-16.2%
CDNS vs RMBS
+16.3%
-32.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.3% | -5.3% | -4.3% |
| 7D | -14.0% | -0.3% | -13.7% | -13.9% |
| 30D | -13.2% | -12.2% | -1.0% | -10.9% |
| 3M | -28.9% | -49.5% | +20.6% | -18.6% |
| 6M | -4.2% | -7.1% | +3.0% | -6.5% |
| YTD | -6.4% | -7.0% | +0.6% | -9.3% |
| 1Y | -16.2% | +13.3% | -29.6% | -24.5% |
| All | -16.2% | +16.3% | -32.5% | -24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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