-1.1%
CDNS vs RCAT
-59.1%
+58.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -10.3% | +12.1% | +2.7% |
| 7D | -3.8% | -18.5% | +14.8% | -2.1% |
| 30D | -6.8% | -37.0% | +30.2% | -3.4% |
| 3M | -3.3% | -54.9% | +51.6% | +2.5% |
| 6M | -5.7% | -63.6% | +57.9% | +1.0% |
| YTD | +5.4% | -49.6% | +55.0% | +10.0% |
| 1Y | -1.1% | -57.8% | +56.7% | +4.9% |
| All | -1.1% | -59.1% | +58.0% | +4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 1y: compounded portfolio wealth divided by compounded RCAT 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…
1y analysis · Full analysis span regression · 6 months rolling