+1,732.7%
CDNS vs RMBS
+1,284.9%
+447.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.2% | +0.1% | -2.5% |
| 7D | +1.0% | +10.3% | -9.4% | -0.9% |
| 30D | -2.0% | -10.7% | +8.8% | -0.2% |
| 3M | -0.2% | -17.2% | +17.0% | +2.7% |
| 6M | -8.9% | -39.0% | +30.1% | -1.9% |
| YTD | +3.3% | -10.5% | +13.8% | +1.2% |
| 1Y | +2.2% | -11.0% | +13.2% | 0.0% |
| 3Y | +22.4% | +31.3% | -9.0% | +8.1% |
| 5Y | +78.0% | +242.8% | -164.7% | +32.1% |
| 10Y | +1,175.2% | +536.9% | +638.3% | +745.5% |
| All | +1,732.7% | +1,284.9% | +447.8% | +473.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling