+19.4%
CDNS vs ROP
-18.5%
+37.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.9% | -0.1% | -1.2% |
| 7D | -9.2% | -5.4% | -3.8% | -6.2% |
| 30D | -16.3% | -1.6% | -14.6% | -15.4% |
| 3M | -27.9% | +18.8% | -46.8% | -36.3% |
| 6M | -4.3% | +8.2% | -12.5% | -9.9% |
| YTD | -9.1% | -10.5% | +1.4% | -1.9% |
| 1Y | -21.2% | -23.7% | +2.5% | -3.0% |
| 3Y | +19.4% | -17.9% | +37.2% | +33.6% |
| All | +19.4% | -18.5% | +37.9% | +33.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling