+77.1%
CDNS vs ROST
+109.2%
-32.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.3% | -0.7% | -2.3% |
| 7D | +1.0% | +0.3% | +0.7% | +0.9% |
| 30D | -2.0% | +0.5% | -2.4% | -2.3% |
| 3M | -0.2% | -5.2% | +5.0% | +1.4% |
| 6M | -8.9% | +9.8% | -18.7% | -12.8% |
| YTD | +3.3% | +29.4% | -26.0% | -7.5% |
| 1Y | +2.2% | +44.4% | -42.1% | -12.5% |
| 3Y | +22.4% | +95.0% | -72.6% | -8.1% |
| All | +77.1% | +109.2% | -32.1% | +28.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling