+170.2%
CDNS vs ROIV
+270.3%
-100.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +6.2% | -3.4% | +2.0% |
| 7D | -2.4% | +5.3% | -7.8% | -3.0% |
| 30D | -10.2% | +11.9% | -22.1% | -11.4% |
| 3M | -5.5% | +10.7% | -16.2% | -7.1% |
| 6M | -9.9% | +34.9% | -44.8% | -13.9% |
| YTD | +2.3% | +79.2% | -76.8% | -5.9% |
| 1Y | -1.4% | +89.0% | -90.4% | -10.0% |
| 3Y | +28.1% | +337.3% | -309.3% | +5.2% |
| 5Y | +79.7% | +402.3% | -322.6% | +32.8% |
| All | +170.2% | +270.3% | -100.1% | +117.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling