+5,711.3%
CDNS vs RRX
+3,925.9%
+1,785.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.5% | -3.5% | -3.1% |
| 7D | -9.2% | +4.3% | -13.5% | -10.6% |
| 30D | -16.3% | -8.0% | -8.2% | -13.8% |
| 3M | -27.9% | -22.0% | -5.9% | -22.5% |
| 6M | -4.3% | -11.9% | +7.6% | -2.9% |
| YTD | -9.1% | +17.1% | -26.2% | -17.7% |
| 1Y | -21.2% | +14.9% | -36.1% | -28.7% |
| 3Y | +19.4% | +6.9% | +12.5% | +5.7% |
| 5Y | +71.6% | +19.6% | +52.1% | +43.2% |
| 10Y | +1,005.1% | +215.9% | +789.1% | +512.2% |
| All | +5,711.3% | +3,925.9% | +1,785.4% | +1,800.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling