+1,115.8%
RSP vs CDNS
+2,629.7%
-1,513.9%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.1% | -1.2% |
| 7D | -1.0% | -2.4% | +1.4% | -0.3% |
| 30D | +2.6% | -10.2% | +12.8% | +5.7% |
| 3M | -0.8% | -5.5% | +4.7% | +0.1% |
| 6M | +6.3% | -9.9% | +16.1% | +7.9% |
| YTD | +14.1% | +2.3% | +11.8% | +10.0% |
| 1Y | +18.0% | -1.4% | +19.4% | +14.9% |
| 3Y | +61.0% | +28.1% | +32.9% | +38.2% |
| 5Y | +45.6% | +79.7% | -34.1% | +8.5% |
| 10Y | +220.2% | +1,183.3% | -963.1% | +19.0% |
| All | +1,115.8% | +2,629.7% | -1,513.9% | +173.9% |
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