+190.3%
RDDT vs CDNS
-11.3%
+201.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.1% | -2.1% |
| 7D | -7.4% | -7.2% | -0.2% | -3.2% |
| 30D | -7.7% | -14.3% | +6.5% | +0.7% |
| 3M | -17.8% | -27.2% | +9.4% | -1.4% |
| 6M | +5.5% | -4.5% | +10.0% | +5.6% |
| YTD | -36.3% | -9.0% | -27.3% | -34.8% |
| 1Y | -39.0% | -21.3% | -17.7% | -32.0% |
| All | +190.3% | -11.3% | +201.6% | +121.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CDNS.
Daily Out/Under-Performance
Portfolio return minus CDNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDNS 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 CDNS 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