-15.8%
CDNS vs ROK
+24.9%
-40.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.6% |
| 7D | -6.5% | -1.6% | -4.9% | -5.9% |
| 30D | -13.0% | -5.4% | -7.6% | -10.8% |
| 3M | -26.0% | -4.0% | -22.1% | -25.4% |
| 6M | -2.8% | +13.3% | -16.2% | -10.2% |
| YTD | -8.8% | +9.3% | -18.2% | -15.7% |
| 1Y | -15.8% | +25.8% | -41.6% | -32.4% |
| All | -15.8% | +24.9% | -40.7% | -32.4% |
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