-19.7%
CDNS vs RRX
+11.1%
-30.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.1% | +0.5% |
| 7D | -6.5% | -3.7% | -2.8% | -5.9% |
| 30D | -13.0% | -9.3% | -3.7% | -11.4% |
| 3M | -26.0% | -21.8% | -4.2% | -23.2% |
| 6M | -2.8% | -22.0% | +19.2% | -0.3% |
| YTD | -8.8% | +11.9% | -20.8% | -13.1% |
| All | -19.7% | +11.1% | -30.7% | -22.2% |
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