-16.2%
CDNS vs RRX
+14.9%
-31.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.2% | -4.1% | -4.0% |
| 7D | -14.0% | +3.4% | -17.5% | -14.6% |
| 30D | -13.2% | -11.1% | -2.0% | -11.2% |
| 3M | -28.9% | -23.7% | -5.2% | -25.7% |
| 6M | -4.2% | -22.0% | +17.8% | -1.5% |
| YTD | -6.4% | +16.5% | -22.8% | -11.8% |
| 1Y | -16.2% | +11.5% | -27.7% | -18.7% |
| All | -16.2% | +14.9% | -31.1% | -18.7% |
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