+1,176.6%
CDNS vs RY
+360.9%
+815.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.3% | +4.0% | +3.5% |
| 7D | -2.4% | -0.9% | -1.5% | -1.8% |
| 30D | -10.2% | +5.9% | -16.0% | -13.3% |
| 3M | -5.5% | -4.3% | -1.2% | -3.0% |
| 6M | -9.9% | +12.1% | -22.0% | -16.5% |
| YTD | +2.3% | +20.3% | -17.9% | -9.6% |
| 1Y | -1.4% | +41.0% | -42.4% | -21.5% |
| 3Y | +28.1% | +157.5% | -129.5% | -31.4% |
| 5Y | +79.7% | +123.2% | -43.5% | +5.0% |
| All | +1,176.6% | +360.9% | +815.7% | +416.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 10y: compounded portfolio wealth divided by compounded RY 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…
10y analysis · Full analysis span regression · 6 months rolling