+5,887.0%
CDNS vs RVTY
+2,416.7%
+3,470.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.7% | -3.9% |
| 7D | -14.0% | +1.1% | -15.1% | -14.4% |
| 30D | -13.2% | +13.2% | -26.4% | -17.4% |
| 3M | -28.9% | +27.2% | -56.1% | -35.8% |
| 6M | -4.2% | +32.4% | -36.6% | -15.6% |
| YTD | -6.4% | +34.9% | -41.2% | -18.2% |
| 1Y | -16.2% | +52.4% | -68.6% | -30.6% |
| 3Y | +20.2% | +12.3% | +7.9% | +7.7% |
| 5Y | +76.6% | -30.8% | +107.5% | +90.7% |
| 10Y | +1,029.7% | +150.7% | +879.0% | +631.9% |
| All | +5,887.0% | +2,416.7% | +3,470.4% | +1,080.3% |
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