+851.0%
CDNS vs RSG
+2,005.0%
-1,154.0%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.4% | -2.8% |
| 7D | -9.2% | -0.7% | -8.5% | -9.0% |
| 30D | -16.3% | +3.3% | -19.5% | -17.3% |
| 3M | -27.9% | +8.5% | -36.4% | -30.3% |
| 6M | -4.3% | -3.5% | -0.8% | -4.1% |
| YTD | -9.1% | +5.5% | -14.6% | -11.9% |
| 1Y | -21.2% | -1.7% | -19.5% | -21.8% |
| 3Y | +19.4% | +56.9% | -37.5% | -0.6% |
| 5Y | +71.6% | +89.4% | -17.8% | +33.8% |
| 10Y | +1,005.1% | +412.5% | +592.5% | +520.8% |
| All | +851.0% | +2,005.0% | -1,154.0% | +334.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling