-21.3%
CDNS vs ROP
-24.5%
+3.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.6% |
| 7D | -7.2% | -6.1% | -1.1% | -5.3% |
| 30D | -14.3% | -3.4% | -10.9% | -13.2% |
| 3M | -27.2% | +16.7% | -43.9% | -31.5% |
| 6M | -4.5% | +8.1% | -12.6% | -7.6% |
| YTD | -9.0% | -11.7% | +2.7% | -8.8% |
| 1Y | -21.3% | -24.2% | +2.9% | -17.3% |
| All | -21.3% | -24.5% | +3.2% | -17.3% |
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