+70.8%
CDNS vs RNG
-70.1%
+140.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.3% |
| 7D | -6.5% | -9.6% | +3.0% | -4.4% |
| 30D | -13.0% | +8.8% | -21.8% | -14.8% |
| 3M | -26.0% | +78.6% | -104.6% | -36.2% |
| 6M | -2.8% | +70.3% | -73.1% | -15.7% |
| YTD | -8.8% | +140.3% | -149.2% | -28.1% |
| 1Y | -15.8% | +126.6% | -142.4% | -33.0% |
| 3Y | +19.7% | +120.2% | -100.5% | -8.1% |
| 5Y | +70.8% | -68.3% | +139.1% | +81.8% |
| All | +70.8% | -70.1% | +140.9% | +81.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling