+77.1%
CDNS vs RVTY
-15.1%
+92.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.7% | -1.4% | -2.5% |
| 7D | +1.0% | -0.5% | +1.4% | +1.2% |
| 30D | -2.0% | +1.5% | -3.5% | -2.7% |
| 3M | -0.2% | +31.5% | -31.7% | -10.9% |
| 6M | -8.9% | +62.7% | -71.6% | -26.0% |
| YTD | +3.3% | +60.0% | -56.6% | -16.0% |
| 1Y | +2.2% | +65.7% | -63.5% | -18.4% |
| 3Y | +22.4% | +85.2% | -62.8% | -12.3% |
| All | +77.1% | -15.1% | +92.2% | +92.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling