+71.5%
CDNS vs ROST
+108.0%
-36.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +1.9% | +0.8% |
| 7D | -7.2% | -2.2% | -5.0% | -6.5% |
| 30D | -14.3% | -11.4% | -2.8% | -10.6% |
| 3M | -27.2% | -1.6% | -25.6% | -27.1% |
| 6M | -4.5% | +6.8% | -11.3% | -7.7% |
| YTD | -9.0% | +25.8% | -34.8% | -17.5% |
| 1Y | -21.3% | +52.4% | -73.7% | -34.1% |
| 3Y | +19.6% | +94.4% | -74.8% | -10.0% |
| 5Y | +71.5% | +108.2% | -36.7% | +21.7% |
| All | +71.5% | +108.0% | -36.5% | +21.7% |
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 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