+6,634.9%
CDNS vs RVTY
+2,959.8%
+3,675.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | -0.1% | -0.7% | +0.7% | +0.3% |
| 30D | -5.5% | +1.7% | -7.2% | -6.4% |
| 3M | +0.5% | +36.8% | -36.3% | -12.0% |
| 6M | -9.6% | +60.1% | -69.7% | -26.3% |
| YTD | +5.3% | +64.0% | -58.6% | -15.5% |
| 1Y | +3.4% | +68.2% | -64.8% | -18.2% |
| 3Y | +25.9% | +88.8% | -62.9% | -8.2% |
| 5Y | +85.8% | -10.5% | +96.3% | +79.7% |
| 10Y | +1,199.9% | +219.7% | +980.2% | +660.1% |
| All | +6,634.9% | +2,959.8% | +3,675.1% | +1,118.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling