+139.9%
CDNS vs ROIV
+295.0%
-155.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +18.8% | -21.7% | -5.2% |
| 7D | -9.2% | +20.2% | -29.4% | -11.5% |
| 30D | -16.3% | +14.1% | -30.4% | -17.8% |
| 3M | -27.9% | +45.6% | -73.5% | -31.5% |
| 6M | -4.3% | +44.1% | -48.4% | -9.2% |
| YTD | -9.1% | +91.2% | -100.3% | -17.0% |
| 1Y | -21.2% | +221.3% | -242.5% | -32.7% |
| 3Y | +19.4% | +229.2% | -209.8% | +0.2% |
| 5Y | +71.6% | +316.5% | -244.9% | +32.4% |
| All | +139.9% | +295.0% | -155.1% | +92.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 10y: compounded portfolio wealth divided by compounded ROIV 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…
10y analysis · Full analysis span regression · 6 months rolling