+5,229.9%
CDNS vs ROP
+29,825.5%
-24,595.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.7% |
| 7D | +2.4% | +0.2% | +2.2% | +2.3% |
| 30D | -6.0% | +30.3% | -36.3% | -16.0% |
| 3M | -0.1% | +17.8% | -17.9% | -7.2% |
| 6M | -8.6% | +38.9% | -47.5% | -21.0% |
| YTD | +6.1% | +7.6% | -1.5% | +1.1% |
| 1Y | +0.8% | +6.5% | -5.7% | -3.6% |
| 3Y | +26.8% | -6.3% | +33.1% | +28.0% |
| 5Y | +86.9% | +0.9% | +85.9% | +84.9% |
| 10Y | +1,235.1% | +180.7% | +1,054.4% | +813.3% |
| All | +5,229.9% | +29,825.5% | -24,595.5% | +1,095.4% |
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