+1,044.2%
CDNS vs ROST
+317.9%
+726.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.3% | -0.8% | +0.8% |
| 7D | -1.1% | +0.2% | -1.4% | -1.2% |
| 30D | -10.4% | -6.9% | -3.6% | -8.4% |
| 3M | -24.6% | -3.3% | -21.3% | -24.0% |
| 6M | -1.6% | +9.0% | -10.7% | -5.3% |
| YTD | -7.4% | +28.9% | -36.3% | -16.1% |
| 1Y | -18.4% | +54.0% | -72.4% | -30.7% |
| 3Y | +19.0% | +100.7% | -81.8% | -8.7% |
| 5Y | +73.4% | +116.0% | -42.6% | +26.3% |
| All | +1,044.2% | +317.9% | +726.3% | +575.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 10y: compounded portfolio wealth divided by compounded ROST 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…
10y analysis · Full analysis span regression · 6 months rolling