+1,300.5%
CDNS vs RCAT
-100.0%
+1,400.5%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.0% | -2.0% | -4.0% |
| 7D | -14.0% | -1.4% | -12.6% | -14.0% |
| 30D | -13.2% | -3.3% | -9.8% | -13.2% |
| 3M | -28.9% | -43.2% | +14.3% | -28.7% |
| 6M | -4.2% | -43.2% | +39.0% | -4.0% |
| YTD | -6.4% | +5.5% | -11.9% | -6.5% |
| 1Y | -16.2% | -1.6% | -14.6% | -16.4% |
| 3Y | +20.2% | +773.7% | -753.5% | +18.2% |
| 5Y | +76.6% | +187.6% | -111.0% | +74.0% |
| 10Y | +1,029.7% | -98.5% | +1,128.1% | +947.2% |
| All | +1,300.5% | -100.0% | +1,400.5% | +1,002.2% |
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