+73.1%
CDNS vs AUR
-36.1%
+109.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.6% | +2.7% | +0.5% |
| 7D | -6.5% | +0.2% | -6.7% | -6.6% |
| 30D | -13.0% | -8.9% | -4.1% | -12.1% |
| 3M | -26.0% | +4.6% | -30.6% | -26.9% |
| 6M | -2.8% | +44.9% | -47.7% | -8.8% |
| YTD | -8.8% | +64.8% | -73.7% | -16.1% |
| 1Y | -15.8% | +16.4% | -32.2% | -19.2% |
| 3Y | +19.7% | +85.1% | -65.4% | -0.9% |
| All | +73.1% | -36.1% | +109.1% | +49.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling