+2.2%
CDNS vs OUST
+40.1%
-37.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -8.5% | +5.4% | -1.7% |
| 7D | +1.0% | -3.8% | +4.7% | +1.5% |
| 30D | -2.0% | +5.1% | -7.0% | -3.1% |
| 3M | -0.2% | -25.8% | +25.6% | +2.8% |
| 6M | -8.9% | -2.0% | -6.9% | -12.7% |
| YTD | +3.3% | +54.7% | -51.4% | -12.9% |
| 1Y | +2.2% | +48.8% | -46.6% | -13.7% |
| All | +2.2% | +40.1% | -37.9% | -13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 OUST 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