+1,036.6%
CDNS vs RRC
+4.5%
+1,032.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.2% |
| 7D | -7.2% | -1.7% | -5.5% | -7.0% |
| 30D | -14.3% | +3.6% | -17.9% | -14.6% |
| 3M | -27.2% | +8.8% | -36.0% | -28.0% |
| 6M | -4.5% | +0.8% | -5.3% | -4.9% |
| YTD | -9.0% | +19.0% | -27.9% | -11.0% |
| 1Y | -21.3% | +22.9% | -44.2% | -23.5% |
| 3Y | +19.6% | +32.3% | -12.7% | +14.9% |
| 5Y | +71.5% | +151.6% | -80.0% | +53.4% |
| 10Y | +1,036.6% | +5.5% | +1,031.1% | +886.8% |
| All | +1,036.6% | +4.5% | +1,032.0% | +886.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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