+6,683.5%
CDNS vs ROL
+9,732.8%
-3,049.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.1% | -1.3% |
| 7D | +2.4% | +3.4% | -1.0% | +0.9% |
| 30D | -6.0% | +20.8% | -26.8% | -14.0% |
| 3M | -0.1% | +3.7% | -3.8% | -2.8% |
| 6M | -8.6% | -27.7% | +19.1% | +3.3% |
| YTD | +6.1% | -34.9% | +41.0% | +24.8% |
| 1Y | +0.8% | -33.3% | +34.1% | +17.0% |
| 3Y | +26.8% | +4.3% | +22.5% | +17.9% |
| 5Y | +86.9% | +15.0% | +71.9% | +63.0% |
| 10Y | +1,235.1% | +214.7% | +1,020.4% | +626.2% |
| All | +6,683.5% | +9,732.8% | -3,049.3% | +627.4% |
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