+19.4%
CDNS vs RVTY
+16.6%
+2.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.4% | -0.5% | -2.3% |
| 7D | -9.2% | +0.4% | -9.6% | -9.4% |
| 30D | -16.3% | +10.8% | -27.1% | -18.6% |
| 3M | -27.9% | +26.8% | -54.7% | -33.0% |
| 6M | -4.3% | +39.3% | -43.6% | -13.9% |
| YTD | -9.1% | +31.6% | -40.7% | -16.8% |
| 1Y | -21.2% | +47.7% | -68.9% | -30.3% |
| 3Y | +19.4% | +19.9% | -0.5% | +11.9% |
| All | +19.4% | +16.6% | +2.8% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 3y: compounded portfolio wealth divided by compounded RVTY 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…
3y analysis · Full analysis span regression · 6 months rolling