+19,008.0%
CAT vs CDNS
+7,026.5%
+11,981.4%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +5.2% | +2.0% | +6.2% |
| 7D | -2.4% | +2.1% | -4.5% | -2.8% |
| 30D | -25.0% | -4.6% | -20.4% | -24.3% |
| 3M | -28.7% | -0.8% | -27.9% | -28.7% |
| 6M | -33.0% | -7.2% | -25.8% | -32.4% |
| YTD | +5.4% | +7.7% | -2.2% | +2.6% |
| 1Y | +7.3% | +3.5% | +3.7% | +5.2% |
| 3Y | +166.0% | +31.2% | +134.8% | +145.5% |
| 5Y | +210.1% | +84.5% | +125.6% | +163.3% |
| 10Y | +712.5% | +1,242.9% | -530.4% | +364.8% |
| All | +19,008.0% | +7,026.5% | +11,981.4% | +6,270.3% |
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