+71.6%
CDNS vs ROP
-14.2%
+85.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.9% | -0.1% | -0.8% |
| 7D | -9.2% | -5.4% | -3.8% | -5.4% |
| 30D | -16.3% | -1.6% | -14.6% | -15.2% |
| 3M | -27.9% | +18.8% | -46.8% | -38.2% |
| 6M | -4.3% | +8.2% | -12.5% | -11.6% |
| YTD | -9.1% | -10.5% | +1.4% | -1.9% |
| 1Y | -21.2% | -23.7% | +2.5% | -2.0% |
| 3Y | +19.4% | -17.9% | +37.2% | +36.9% |
| 5Y | +71.6% | -15.3% | +86.9% | +90.0% |
| All | +71.6% | -14.2% | +85.8% | +90.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling