-19.7%
CDNS vs RNG
+128.5%
-148.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.3% |
| 7D | -6.5% | -9.6% | +3.0% | -4.6% |
| 30D | -13.0% | +8.8% | -21.8% | -14.6% |
| 3M | -26.0% | +78.6% | -104.6% | -35.3% |
| 6M | -2.8% | +70.3% | -73.1% | -14.8% |
| YTD | -8.8% | +140.3% | -149.2% | -26.1% |
| All | -19.7% | +128.5% | -148.1% | -34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 1y: compounded portfolio wealth divided by compounded RNG 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…
1y analysis · Full analysis span regression · 6 months rolling