+258.5%
CDNS vs RVMD
+634.9%
-376.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.3% | -1.6% | -2.7% |
| 7D | -9.2% | -1.2% | -8.0% | -9.1% |
| 30D | -16.3% | +1.1% | -17.3% | -16.4% |
| 3M | -27.9% | +39.6% | -67.6% | -31.9% |
| 6M | -4.3% | +110.7% | -115.0% | -16.2% |
| YTD | -9.1% | +160.3% | -169.4% | -23.8% |
| 1Y | -21.2% | +404.9% | -426.1% | -40.9% |
| 3Y | +19.4% | +545.5% | -526.1% | -17.2% |
| 5Y | +71.6% | +584.7% | -513.1% | +9.0% |
| All | +258.5% | +634.9% | -376.4% | +103.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling