+71.5%
CDNS vs RMD
-22.9%
+94.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | -7.2% | -4.7% | -2.5% | -5.6% |
| 30D | -14.3% | +0.2% | -14.5% | -14.3% |
| 3M | -27.2% | +12.0% | -39.2% | -30.5% |
| 6M | -4.5% | -12.5% | +8.0% | -0.2% |
| YTD | -9.0% | -7.9% | -1.0% | -7.0% |
| 1Y | -21.3% | -20.4% | -0.9% | -14.9% |
| 3Y | +19.6% | +53.1% | -33.5% | -6.2% |
| 5Y | +71.5% | -22.1% | +93.7% | +89.8% |
| All | +71.5% | -22.9% | +94.5% | +89.8% |
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