+17,723.7%
CAT vs CDNS
+6,674.8%
+11,049.0%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.7% | -1.8% | +0.4% |
| 7D | -10.3% | -2.4% | -7.9% | -9.9% |
| 30D | -31.2% | -10.2% | -21.0% | -29.7% |
| 3M | -34.7% | -5.5% | -29.2% | -34.1% |
| 6M | -39.5% | -9.9% | -29.6% | -38.6% |
| YTD | -1.7% | +2.3% | -4.0% | -3.3% |
| 1Y | -1.1% | -1.4% | +0.3% | -2.1% |
| 3Y | +143.9% | +28.1% | +115.8% | +126.0% |
| 5Y | +194.8% | +79.7% | +115.1% | +151.5% |
| 10Y | +739.8% | +1,183.3% | -443.5% | +384.4% |
| All | +17,723.7% | +6,674.8% | +11,049.0% | +5,899.0% |
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