+4,604.1%
CDNS vs ROP
+25,523.2%
-20,919.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.6% | -0.4% | -2.6% |
| 7D | -14.0% | -4.4% | -9.6% | -12.4% |
| 30D | -13.2% | +3.2% | -16.4% | -14.3% |
| 3M | -28.9% | +23.1% | -52.0% | -35.0% |
| 6M | -4.2% | +13.3% | -17.5% | -9.5% |
| YTD | -6.4% | -7.9% | +1.5% | -4.3% |
| 1Y | -16.2% | -22.1% | +5.8% | -8.8% |
| 3Y | +20.2% | -16.8% | +37.0% | +28.4% |
| 5Y | +76.6% | -13.5% | +90.2% | +87.6% |
| 10Y | +1,029.7% | +137.7% | +892.0% | +731.9% |
| All | +4,604.1% | +25,523.2% | -20,919.1% | +1,031.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling