-4.6%
CDNS vs ROL
+19.5%
-24.2%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.1% | +3.1% | +6.2% |
| 7D | +2.1% | +7.5% | -5.4% | +6.3% |
| 30D | -4.6% | +21.1% | -25.8% | +6.6% |
| All | -4.6% | +19.5% | -24.2% | +6.6% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling