+31.2%
CDNS vs ROP
-5.7%
+36.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.0% | +6.2% | +5.7% |
| 7D | +2.1% | -1.6% | +3.8% | +2.8% |
| 30D | -4.6% | +29.5% | -34.2% | -17.1% |
| 3M | -0.8% | +17.5% | -18.3% | -9.1% |
| 6M | -7.2% | +38.1% | -45.3% | -24.0% |
| YTD | +7.7% | +7.0% | +0.7% | +5.3% |
| 1Y | +3.5% | +6.5% | -3.0% | +1.5% |
| 3Y | +31.2% | -5.5% | +36.7% | +39.9% |
| All | +31.2% | -5.7% | +36.9% | +39.9% |
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