+129.3%
CDNS vs AUR
-35.0%
+164.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.3% | +0.2% |
| 7D | -7.2% | +11.1% | -18.3% | -8.6% |
| 30D | -14.3% | -6.9% | -7.4% | -13.6% |
| 3M | -27.2% | +5.5% | -32.7% | -28.1% |
| 6M | -4.5% | +41.0% | -45.5% | -10.0% |
| YTD | -9.0% | +69.3% | -78.2% | -16.5% |
| 1Y | -21.3% | +14.0% | -35.4% | -24.3% |
| 3Y | +19.6% | +90.1% | -70.5% | -1.4% |
| 5Y | +71.5% | -34.4% | +105.9% | +51.7% |
| All | +129.3% | -35.0% | +164.3% | +103.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling