-1.1%
CDNS vs RRX
+30.0%
-31.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.6% | +5.4% | +2.5% |
| 7D | -3.8% | +7.6% | -11.4% | -5.3% |
| 30D | -6.8% | +7.5% | -14.3% | -8.3% |
| 3M | -3.3% | -21.0% | +17.8% | -0.4% |
| 6M | -5.7% | -18.1% | +12.4% | -4.2% |
| YTD | +5.4% | +24.3% | -18.9% | +5.2% |
| 1Y | -1.1% | +29.3% | -30.4% | -0.1% |
| All | -1.1% | +30.0% | -31.1% | -0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 1y: compounded portfolio wealth divided by compounded RRX 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…
1y analysis · Full analysis span regression · 6 months rolling