+1,026.7%
CDNS vs ROP
+135.7%
+891.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.4% |
| 7D | -6.5% | -8.0% | +1.5% | -1.1% |
| 30D | -13.0% | -2.7% | -10.3% | -11.4% |
| 3M | -26.0% | +16.6% | -42.6% | -34.5% |
| 6M | -2.8% | +10.4% | -13.2% | -10.8% |
| YTD | -8.8% | -12.1% | +3.2% | -2.3% |
| 1Y | -15.8% | -23.6% | +7.8% | -0.7% |
| 3Y | +19.7% | -19.3% | +39.1% | +36.5% |
| 5Y | +70.8% | -15.4% | +86.1% | +88.7% |
| All | +1,026.7% | +135.7% | +891.1% | +659.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling