+22.4%
CDNS vs RRC
+60.0%
-37.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.7% | -3.8% | -3.2% |
| 7D | +1.0% | +6.4% | -5.4% | -0.3% |
| 30D | -2.0% | +23.9% | -25.8% | -6.4% |
| 3M | -0.2% | +30.2% | -30.4% | -6.1% |
| 6M | -8.9% | +26.3% | -35.1% | -13.9% |
| YTD | +3.3% | +48.1% | -44.7% | -7.4% |
| 1Y | +2.2% | +37.7% | -35.4% | -6.6% |
| 3Y | +22.4% | +60.3% | -37.9% | +7.9% |
| All | +22.4% | +60.0% | -37.6% | +7.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling