+1,036.6%
CDNS vs ROL
+205.3%
+831.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.3% | +0.7% |
| 7D | -7.2% | -3.3% | -3.9% | -5.8% |
| 30D | -14.3% | -7.2% | -7.0% | -11.5% |
| 3M | -27.2% | -27.0% | -0.2% | -16.9% |
| 6M | -4.5% | -39.5% | +35.0% | +18.3% |
| YTD | -9.0% | -41.8% | +32.8% | +14.2% |
| 1Y | -21.3% | -38.9% | +17.5% | -4.3% |
| 3Y | +19.6% | -0.4% | +20.0% | +10.7% |
| 5Y | +71.5% | -4.2% | +75.7% | +57.0% |
| 10Y | +1,036.6% | +208.2% | +828.4% | +522.9% |
| All | +1,036.6% | +205.3% | +831.3% | +522.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling