+158.3%
CAT vs CDNS
+23.9%
+134.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.3% | 0.0% |
| 7D | +7.4% | +1.0% | +6.5% | +7.2% |
| 30D | -19.7% | -2.0% | -17.7% | -19.2% |
| 3M | -29.6% | -0.2% | -29.4% | -29.6% |
| 6M | -33.2% | -8.9% | -24.3% | -32.0% |
| YTD | +5.7% | +3.3% | +2.3% | +2.9% |
| 1Y | +9.3% | +2.2% | +7.1% | +6.8% |
| 3Y | +158.3% | +22.4% | +135.9% | +131.8% |
| All | +158.3% | +23.9% | +134.4% | +131.8% |
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