+70.8%
CDNS vs RMBS
+258.2%
-187.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.6% | +2.7% | +1.1% |
| 7D | -6.5% | +1.2% | -7.7% | -7.0% |
| 30D | -13.0% | -11.5% | -1.5% | -9.4% |
| 3M | -26.0% | -38.2% | +12.2% | -14.0% |
| 6M | -2.8% | -4.8% | +1.9% | -9.0% |
| YTD | -8.8% | -7.1% | -1.7% | -15.9% |
| 1Y | -15.8% | +10.7% | -26.5% | -30.4% |
| 3Y | +19.7% | +54.5% | -34.7% | -23.4% |
| 5Y | +70.8% | +261.7% | -190.9% | -39.2% |
| All | +70.8% | +258.2% | -187.4% | -39.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling