+76.8%
CDNS vs ROL
-0.3%
+77.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.4% | -4.4% | -4.1% |
| 7D | -14.0% | -1.4% | -12.6% | -13.6% |
| 30D | -13.2% | -4.1% | -9.1% | -12.1% |
| 3M | -28.9% | -22.5% | -6.4% | -23.2% |
| 6M | -4.2% | -37.7% | +33.5% | +11.6% |
| YTD | -6.4% | -39.6% | +33.2% | +9.9% |
| 1Y | -16.2% | -36.0% | +19.8% | -4.3% |
| 3Y | +20.2% | -5.1% | +25.3% | +13.5% |
| All | +76.8% | -0.3% | +77.1% | +53.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling