+5,887.0%
CDNS vs ROK
+15,847.2%
-9,960.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.3% | -5.3% | -4.5% |
| 7D | -14.0% | +0.7% | -14.7% | -14.3% |
| 30D | -13.2% | -3.3% | -9.9% | -12.0% |
| 3M | -28.9% | -5.9% | -23.0% | -27.4% |
| 6M | -4.2% | +13.9% | -18.0% | -10.1% |
| YTD | -6.4% | +12.6% | -18.9% | -12.0% |
| 1Y | -16.2% | +28.6% | -44.8% | -25.6% |
| 3Y | +20.2% | +45.1% | -24.9% | -1.5% |
| 5Y | +76.6% | +45.6% | +31.1% | +42.8% |
| 10Y | +1,029.7% | +345.0% | +684.6% | +444.8% |
| All | +5,887.0% | +15,847.2% | -9,960.2% | +683.9% |
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