+21.2%
CDNS vs RCAT
+737.0%
-715.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.0% | -2.0% | -3.9% |
| 7D | -14.0% | -1.4% | -12.6% | -13.9% |
| 30D | -13.2% | -3.3% | -9.8% | -13.1% |
| 3M | -28.9% | -43.2% | +14.3% | -26.9% |
| 6M | -4.2% | -43.2% | +39.0% | -2.3% |
| YTD | -6.4% | +5.5% | -11.9% | -8.3% |
| 1Y | -16.2% | -1.6% | -14.6% | -18.3% |
| All | +21.2% | +737.0% | -715.8% | +14.8% |
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