+28.1%
CDNS vs OUST
+626.4%
-598.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +14.0% | -11.3% | +1.2% |
| 7D | -2.4% | +17.0% | -19.4% | -4.2% |
| 30D | -10.2% | -16.5% | +6.3% | -8.9% |
| 3M | -5.5% | -23.7% | +18.2% | -3.6% |
| 6M | -9.9% | +18.4% | -28.2% | -13.9% |
| YTD | +2.3% | +60.8% | -58.4% | -5.8% |
| 1Y | -1.4% | +44.2% | -45.6% | -8.6% |
| 3Y | +28.1% | +668.1% | -640.0% | +2.9% |
| All | +28.1% | +626.4% | -598.3% | +2.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling