+133.1%
CDNS vs AUR
-35.7%
+168.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +1.3% |
| 7D | -1.1% | +1.4% | -2.6% | -1.4% |
| 30D | -10.4% | -6.4% | -4.0% | -9.9% |
| 3M | -24.6% | +7.7% | -32.3% | -25.8% |
| 6M | -1.6% | +44.5% | -46.1% | -7.6% |
| YTD | -7.4% | +67.4% | -74.9% | -14.9% |
| 1Y | -18.4% | +15.4% | -33.9% | -21.6% |
| 3Y | +19.0% | +94.8% | -75.9% | -2.2% |
| 5Y | +73.4% | -35.1% | +108.5% | +53.6% |
| All | +133.1% | -35.7% | +168.8% | +107.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 10y: compounded portfolio wealth divided by compounded AUR 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…
10y analysis · Full analysis span regression · 6 months rolling