-18.4%
CDNS vs AUR
+17.8%
-36.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +1.2% |
| 7D | -1.1% | +1.4% | -2.6% | -1.5% |
| 30D | -10.4% | -6.4% | -4.0% | -9.3% |
| 3M | -24.6% | +7.7% | -32.3% | -27.0% |
| 6M | -1.6% | +44.5% | -46.1% | -15.2% |
| YTD | -7.4% | +67.4% | -74.9% | -24.2% |
| 1Y | -18.4% | +15.4% | -33.9% | -26.9% |
| All | -18.4% | +17.8% | -36.2% | -26.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling