+71.6%
CDNS vs RCAT
+192.8%
-121.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +3.9% | -6.8% | -3.2% |
| 7D | -9.2% | +5.4% | -14.6% | -9.5% |
| 30D | -16.3% | -5.6% | -10.7% | -16.1% |
| 3M | -27.9% | -30.2% | +2.3% | -26.8% |
| 6M | -4.3% | -43.4% | +39.1% | -2.6% |
| YTD | -9.1% | +9.6% | -18.8% | -11.2% |
| 1Y | -21.2% | -2.0% | -19.2% | -23.2% |
| 3Y | +19.4% | +825.0% | -805.6% | +2.5% |
| 5Y | +71.6% | +199.8% | -128.2% | +48.6% |
| All | +71.6% | +192.8% | -121.2% | +48.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling