+1,126.0%
CAT vs CDNS
+997.8%
+128.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.9% | +4.0% | +1.9% |
| 7D | +5.6% | -9.2% | +14.8% | +8.3% |
| 30D | -2.3% | -16.3% | +13.9% | +2.4% |
| 3M | -10.0% | -27.9% | +17.9% | -1.9% |
| 6M | +21.2% | -4.3% | +25.6% | +21.0% |
| YTD | +44.4% | -9.1% | +53.6% | +45.4% |
| 1Y | +96.3% | -21.2% | +117.5% | +105.4% |
| 3Y | +203.9% | +19.4% | +184.5% | +173.6% |
| 5Y | +333.5% | +71.6% | +261.9% | +239.5% |
| 10Y | +1,126.0% | +1,005.1% | +121.0% | +431.4% |
| All | +1,126.0% | +997.8% | +128.2% | +431.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling