+2,060.1%
CDNS vs RNG
+327.7%
+1,732.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.9% | -0.1% | -3.1% |
| 7D | -14.0% | +5.8% | -19.8% | -15.2% |
| 30D | -13.2% | +19.6% | -32.8% | -17.1% |
| 3M | -28.9% | +67.0% | -95.9% | -38.3% |
| 6M | -4.2% | +88.4% | -92.5% | -19.8% |
| YTD | -6.4% | +155.5% | -161.8% | -28.6% |
| 1Y | -16.2% | +141.7% | -157.9% | -35.5% |
| 3Y | +20.2% | +131.1% | -110.9% | -10.8% |
| 5Y | +76.6% | -70.6% | +147.2% | +99.9% |
| 10Y | +1,029.7% | +228.2% | +801.5% | +648.0% |
| All | +2,060.1% | +327.7% | +1,732.4% | +1,250.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling