+259.6%
CDNS vs RVMD
+620.8%
-361.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.4% |
| 7D | -6.5% | -3.6% | -3.0% | -6.0% |
| 30D | -13.0% | -1.1% | -11.9% | -12.9% |
| 3M | -26.0% | +41.0% | -67.0% | -30.2% |
| 6M | -2.8% | +105.7% | -108.5% | -14.6% |
| YTD | -8.8% | +155.3% | -164.1% | -23.4% |
| 1Y | -15.8% | +402.7% | -418.5% | -36.8% |
| 3Y | +19.7% | +533.1% | -513.4% | -16.7% |
| 5Y | +70.8% | +583.5% | -512.8% | +8.6% |
| All | +259.6% | +620.8% | -361.3% | +105.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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