+71.6%
CDNS vs RRC
+153.5%
-81.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.7% | -2.9% |
| 7D | -9.2% | -1.2% | -8.0% | -9.0% |
| 30D | -16.3% | +9.4% | -25.7% | -17.7% |
| 3M | -27.9% | +7.4% | -35.3% | -29.1% |
| 6M | -4.3% | +1.5% | -5.8% | -5.2% |
| YTD | -9.1% | +19.4% | -28.5% | -12.8% |
| 1Y | -21.2% | +24.2% | -45.4% | -25.3% |
| 3Y | +19.4% | +32.8% | -13.4% | +10.9% |
| 5Y | +71.6% | +152.9% | -81.3% | +42.3% |
| All | +71.6% | +153.5% | -81.9% | +42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling