-16.2%
CDNS vs RSG
-3.6%
-12.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.1% | -2.9% | -4.4% |
| 7D | -14.0% | +0.3% | -14.3% | -13.9% |
| 30D | -13.2% | +7.6% | -20.7% | -10.8% |
| 3M | -28.9% | +7.4% | -36.3% | -26.8% |
| 6M | -4.2% | -3.3% | -0.9% | -0.7% |
| YTD | -6.4% | +6.0% | -12.4% | -2.9% |
| 1Y | -16.2% | -3.7% | -12.5% | -7.8% |
| All | -16.2% | -3.6% | -12.6% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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