+6,683.5%
CDNS vs RVTY
+2,976.2%
+3,707.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.4% | -1.1% |
| 7D | +2.4% | -2.7% | +5.1% | +3.6% |
| 30D | -6.0% | +3.2% | -9.2% | -7.4% |
| 3M | -0.1% | +37.2% | -37.3% | -12.6% |
| 6M | -8.6% | +57.7% | -66.3% | -25.1% |
| YTD | +6.1% | +64.8% | -58.8% | -15.1% |
| 1Y | +0.8% | +72.8% | -72.0% | -21.1% |
| 3Y | +26.8% | +89.8% | -63.0% | -7.7% |
| 5Y | +86.9% | -8.4% | +95.3% | +79.1% |
| 10Y | +1,235.1% | +219.5% | +1,015.6% | +680.8% |
| All | +6,683.5% | +2,976.2% | +3,707.4% | +1,125.1% |
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