+86.9%
CDNS vs RMD
-6.1%
+93.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.2% |
| 7D | +2.4% | +3.1% | -0.7% | +1.3% |
| 30D | -6.0% | +1.8% | -7.8% | -6.9% |
| 3M | -0.1% | +6.7% | -6.8% | -2.7% |
| 6M | -8.6% | +13.9% | -22.5% | -13.9% |
| YTD | +6.1% | -2.0% | +8.1% | +5.6% |
| 1Y | +0.8% | -5.4% | +6.2% | +1.6% |
| 3Y | +26.8% | +67.4% | -40.6% | -4.0% |
| 5Y | +86.9% | -5.7% | +92.6% | +89.5% |
| All | +86.9% | -6.1% | +93.0% | +89.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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