+183.3%
CAT vs CDNS
+78.1%
+105.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.7% | -1.8% | +0.2% |
| 7D | -10.3% | -2.4% | -7.9% | -9.7% |
| 30D | -31.2% | -10.2% | -21.0% | -29.4% |
| 3M | -34.7% | -5.5% | -29.2% | -33.9% |
| 6M | -39.5% | -9.9% | -29.6% | -38.4% |
| YTD | -1.7% | +2.3% | -4.0% | -3.9% |
| 1Y | -1.1% | -1.4% | +0.3% | -2.4% |
| 3Y | +143.9% | +28.1% | +115.8% | +119.5% |
| All | +183.3% | +78.1% | +105.2% | +128.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling