+84.5%
CDNS vs ROL
+16.0%
+68.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.1% | +3.1% | +4.7% |
| 7D | +2.1% | +7.5% | -5.4% | +0.2% |
| 30D | -4.6% | +21.1% | -25.8% | -9.6% |
| 3M | -0.8% | +3.1% | -3.9% | -1.7% |
| 6M | -7.2% | -27.4% | +20.2% | +2.4% |
| YTD | +7.7% | -34.7% | +42.4% | +22.8% |
| 1Y | +3.5% | -32.9% | +36.5% | +16.7% |
| 3Y | +31.2% | +6.1% | +25.1% | +19.4% |
| 5Y | +84.5% | +16.3% | +68.2% | +49.5% |
| All | +84.5% | +16.0% | +68.6% | +49.5% |
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