+6,507.0%
CDNS vs ROK
+14,694.8%
-8,187.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -2.9% |
| 7D | +1.0% | +7.1% | -6.1% | -2.0% |
| 30D | -2.0% | -5.0% | +3.0% | -0.1% |
| 3M | -0.2% | -9.4% | +9.2% | +3.8% |
| 6M | -8.9% | -11.0% | +2.1% | -4.8% |
| YTD | +3.3% | +4.4% | -1.1% | +0.1% |
| 1Y | +2.2% | +7.4% | -5.2% | -2.1% |
| 3Y | +22.4% | +61.0% | -38.6% | -4.1% |
| 5Y | +78.0% | +30.4% | +47.7% | +50.6% |
| 10Y | +1,175.2% | +264.8% | +910.4% | +568.7% |
| All | +6,507.0% | +14,694.8% | -8,187.8% | +791.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling