+5,887.0%
CDNS vs ROL
+9,030.3%
-3,143.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.4% | -4.4% | -4.2% |
| 7D | -14.0% | -1.4% | -12.6% | -13.5% |
| 30D | -13.2% | -4.1% | -9.1% | -11.7% |
| 3M | -28.9% | -22.5% | -6.4% | -21.1% |
| 6M | -4.2% | -37.7% | +33.5% | +16.6% |
| YTD | -6.4% | -39.6% | +33.2% | +14.9% |
| 1Y | -16.2% | -36.0% | +19.8% | -0.4% |
| 3Y | +20.2% | -5.1% | +25.3% | +17.2% |
| 5Y | +76.6% | -3.4% | +80.0% | +67.9% |
| 10Y | +1,029.7% | +215.2% | +814.4% | +519.4% |
| All | +5,887.0% | +9,030.3% | -3,143.2% | +570.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling