+17.0%
CDNS vs ROL
-1.5%
+18.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.3% | +0.4% |
| 7D | -7.2% | -3.3% | -3.9% | -6.7% |
| 30D | -14.3% | -7.2% | -7.0% | -13.3% |
| 3M | -27.2% | -27.0% | -0.2% | -23.3% |
| 6M | -4.5% | -39.5% | +35.0% | +4.6% |
| YTD | -9.0% | -41.8% | +32.8% | +0.6% |
| 1Y | -21.3% | -38.9% | +17.5% | -14.3% |
| All | +17.0% | -1.5% | +18.5% | +12.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling