-16.2%
CDNS vs ROK
+29.3%
-45.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.3% | -5.3% | -4.6% |
| 7D | -14.0% | +0.7% | -14.7% | -14.3% |
| 30D | -13.2% | -3.3% | -9.9% | -11.9% |
| 3M | -28.9% | -5.9% | -23.0% | -27.4% |
| 6M | -4.2% | +13.9% | -18.0% | -11.6% |
| YTD | -6.4% | +12.6% | -18.9% | -14.9% |
| 1Y | -16.2% | +28.6% | -44.8% | -34.1% |
| All | -16.2% | +29.3% | -45.5% | -34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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