+28.1%
CDNS vs RCAT
+339.1%
-311.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +18.6% | -15.9% | +1.5% |
| 7D | -2.4% | -12.7% | +10.3% | -1.8% |
| 30D | -10.2% | -34.3% | +24.1% | -8.1% |
| 3M | -5.5% | -53.4% | +47.9% | -1.5% |
| 6M | -9.9% | -62.0% | +52.1% | -5.6% |
| YTD | +2.3% | -49.1% | +51.4% | +4.4% |
| 1Y | -1.4% | -53.1% | +51.7% | +0.6% |
| 3Y | +28.1% | +318.7% | -290.6% | +25.1% |
| All | +28.1% | +339.1% | -311.0% | +25.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling