-21.5%
CDNS vs ROL
-38.1%
+16.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.5% | -0.4% | -3.0% |
| 7D | -9.2% | -3.4% | -5.8% | -9.3% |
| 30D | -16.3% | -6.9% | -9.3% | -16.4% |
| 3M | -27.9% | -24.6% | -3.3% | -28.4% |
| 6M | -4.3% | -39.5% | +35.2% | -4.1% |
| YTD | -9.1% | -41.1% | +32.0% | -7.6% |
| All | -21.5% | -38.1% | +16.6% | -19.3% |
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