-1.1%
CDNS vs ROP
+10.4%
-11.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.9% | -2.2% | +1.1% |
| 7D | -3.8% | +11.7% | -15.5% | -5.7% |
| 30D | -6.8% | +35.5% | -42.2% | -13.3% |
| 3M | -3.3% | +25.6% | -28.9% | -7.8% |
| 6M | -5.7% | +39.3% | -45.0% | -13.9% |
| YTD | +5.4% | +11.6% | -6.2% | +0.7% |
| 1Y | -1.1% | +10.6% | -11.7% | -5.2% |
| All | -1.1% | +10.4% | -11.5% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 1y: compounded portfolio wealth divided by compounded ROP 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…
1y analysis · Full analysis span regression · 6 months rolling