+19.4%
CDNS vs ROST
+97.9%
-78.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.8% |
| 7D | -9.2% | +0.2% | -9.5% | -9.3% |
| 30D | -16.3% | -10.0% | -6.3% | -13.4% |
| 3M | -27.9% | +1.2% | -29.2% | -28.5% |
| 6M | -4.3% | +8.9% | -13.3% | -8.2% |
| YTD | -9.1% | +28.1% | -37.2% | -18.4% |
| 1Y | -21.2% | +53.0% | -74.2% | -34.6% |
| 3Y | +19.4% | +97.9% | -78.5% | -10.9% |
| All | +19.4% | +97.9% | -78.5% | -10.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling