+695.3%
CAT vs CDNS
+1,136.8%
-441.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.3% |
| 7D | +9.3% | +7.0% | +2.3% | +7.3% |
| 30D | -21.5% | -0.3% | -21.2% | -21.4% |
| 3M | -29.1% | +3.2% | -32.2% | -29.9% |
| 6M | -33.4% | -6.9% | -26.5% | -32.6% |
| YTD | +6.6% | +6.6% | -0.1% | +2.5% |
| 1Y | +6.5% | +5.6% | +0.9% | +2.8% |
| 3Y | +162.7% | +27.4% | +135.2% | +132.8% |
| 5Y | +214.2% | +83.7% | +130.5% | +143.1% |
| All | +695.3% | +1,136.8% | -441.5% | +242.2% |
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