+5,887.0%
CDNS vs RRC
+1,202.2%
+4,684.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.1% | -3.9% |
| 7D | -14.0% | +1.3% | -15.3% | -14.1% |
| 30D | -13.2% | +10.1% | -23.3% | -14.1% |
| 3M | -28.9% | +4.0% | -32.9% | -29.3% |
| 6M | -4.2% | +1.6% | -5.8% | -4.7% |
| YTD | -6.4% | +19.7% | -26.1% | -8.5% |
| 1Y | -16.2% | +21.4% | -37.6% | -18.4% |
| 3Y | +20.2% | +29.7% | -9.5% | +15.5% |
| 5Y | +76.6% | +153.9% | -77.2% | +54.7% |
| 10Y | +1,029.7% | +10.8% | +1,018.9% | +868.4% |
| All | +5,887.0% | +1,202.2% | +4,684.9% | +4,249.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling