+1,143.3%
RSP vs CDNS
+2,771.4%
-1,628.1%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.2% | -2.9% | +0.7% |
| 7D | +0.4% | +2.1% | -1.7% | -0.3% |
| 30D | +3.7% | -4.6% | +8.3% | +4.9% |
| 3M | +0.8% | -0.8% | +1.6% | +0.2% |
| 6M | +9.1% | -7.2% | +16.3% | +9.8% |
| YTD | +16.7% | +7.7% | +9.1% | +10.7% |
| 1Y | +19.7% | +3.5% | +16.2% | +14.8% |
| 3Y | +66.7% | +31.2% | +35.5% | +42.0% |
| 5Y | +48.7% | +84.5% | -35.8% | +10.0% |
| 10Y | +215.6% | +1,242.9% | -1,027.3% | +15.6% |
| All | +1,143.3% | +2,771.4% | -1,628.1% | +175.7% |
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