+1,512.0%
CDNS vs RMBS
+1,363.4%
+148.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.7% | -4.6% | -3.3% |
| 7D | -9.2% | +3.0% | -12.2% | -9.8% |
| 30D | -16.3% | -14.4% | -1.8% | -13.8% |
| 3M | -27.9% | -42.8% | +14.9% | -20.8% |
| 6M | -4.3% | -1.4% | -2.9% | -6.7% |
| YTD | -9.1% | -5.4% | -3.7% | -11.4% |
| 1Y | -21.2% | +18.6% | -39.8% | -27.1% |
| 3Y | +19.4% | +57.3% | -37.9% | +2.4% |
| 5Y | +71.6% | +265.7% | -194.1% | +26.6% |
| 10Y | +1,005.1% | +546.0% | +459.0% | +633.7% |
| All | +1,512.0% | +1,363.4% | +148.6% | +402.5% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling