+2.2%
CDNS vs ROST
+43.7%
-41.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.3% | -0.7% | -2.8% |
| 7D | +1.0% | +0.3% | +0.7% | +0.9% |
| 30D | -2.0% | +0.5% | -2.4% | -1.9% |
| 3M | -0.2% | -5.2% | +5.0% | +0.4% |
| 6M | -8.9% | +9.8% | -18.7% | -10.7% |
| YTD | +3.3% | +29.4% | -26.0% | +1.0% |
| 1Y | +2.2% | +44.4% | -42.1% | 0.0% |
| All | +2.2% | +43.7% | -41.5% | 0.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling