+1,026.7%
CDNS vs RSG
+425.0%
+601.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.5% |
| 7D | -6.5% | -1.8% | -4.7% | -5.5% |
| 30D | -13.0% | +2.8% | -15.8% | -14.5% |
| 3M | -26.0% | +4.3% | -30.3% | -28.4% |
| 6M | -2.8% | -0.5% | -2.3% | -4.1% |
| YTD | -8.8% | +5.2% | -14.1% | -13.4% |
| 1Y | -15.8% | -2.1% | -13.7% | -16.5% |
| 3Y | +19.7% | +56.5% | -36.8% | -16.1% |
| 5Y | +70.8% | +89.5% | -18.7% | +3.5% |
| All | +1,026.7% | +425.0% | +601.7% | +250.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling