+55.9%
RSP vs CDNS
+19.0%
+36.9%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.5% | +0.2% |
| 7D | -0.8% | -14.0% | +13.2% | +1.9% |
| 30D | -0.3% | -13.2% | +12.8% | +2.1% |
| 3M | +4.3% | -28.9% | +33.2% | +10.5% |
| 6M | +8.8% | -4.2% | +13.0% | +8.3% |
| YTD | +15.3% | -6.4% | +21.6% | +14.9% |
| 1Y | +18.3% | -16.2% | +34.5% | +20.3% |
| All | +55.9% | +19.0% | +36.9% | +39.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling