-21.5%
CDNS vs RCAT
-1.5%
-19.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +3.9% | -6.8% | -3.3% |
| 7D | -9.2% | +5.4% | -14.6% | -9.7% |
| 30D | -16.3% | -5.6% | -10.7% | -16.0% |
| 3M | -27.9% | -30.2% | +2.3% | -26.5% |
| 6M | -4.3% | -43.4% | +39.1% | -1.9% |
| YTD | -9.1% | +9.6% | -18.8% | -12.3% |
| All | -21.5% | -1.5% | -19.9% | -24.6% |
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