+3,093.1%
CDNS vs RY
+11,573.6%
-8,480.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -3.6% |
| 7D | -14.0% | +3.1% | -17.1% | -15.6% |
| 30D | -13.2% | -0.3% | -12.8% | -13.1% |
| 3M | -28.9% | +8.7% | -37.6% | -32.4% |
| 6M | -4.2% | +28.5% | -32.7% | -17.4% |
| YTD | -6.4% | +25.1% | -31.5% | -18.2% |
| 1Y | -16.2% | +46.3% | -62.5% | -33.2% |
| 3Y | +20.2% | +154.9% | -134.8% | -31.3% |
| 5Y | +76.6% | +140.3% | -63.7% | +4.3% |
| 10Y | +1,029.7% | +377.0% | +652.6% | +340.4% |
| All | +3,093.1% | +11,573.6% | -8,480.6% | +260.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling