+1,510.2%
CDNS vs RCAT
-100.0%
+1,610.2%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +11.4% | -6.2% | +5.1% |
| 7D | +2.1% | +1.1% | +1.0% | +2.1% |
| 30D | -4.6% | -22.0% | +17.4% | -4.5% |
| 3M | -0.8% | -51.1% | +50.3% | -0.5% |
| 6M | -7.2% | -56.6% | +49.4% | -6.9% |
| YTD | +7.7% | -43.3% | +50.9% | +7.8% |
| 1Y | +3.5% | -51.5% | +55.0% | +3.7% |
| 3Y | +31.2% | +411.4% | -380.1% | +29.4% |
| 5Y | +84.5% | +74.4% | +10.1% | +82.3% |
| 10Y | +1,242.9% | -99.6% | +1,342.5% | +1,151.9% |
| All | +1,510.2% | -100.0% | +1,610.2% | +1,170.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling