-16.2%
CDNS vs ROL
-35.4%
+19.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.4% | -4.4% | -4.0% |
| 7D | -14.0% | -1.4% | -12.6% | -14.0% |
| 30D | -13.2% | -4.1% | -9.1% | -13.2% |
| 3M | -28.9% | -22.5% | -6.4% | -29.2% |
| 6M | -4.2% | -37.7% | +33.5% | -3.6% |
| YTD | -6.4% | -39.6% | +33.2% | -4.5% |
| 1Y | -16.2% | -36.0% | +19.8% | -13.9% |
| All | -16.2% | -35.4% | +19.2% | -13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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