+75.0%
CDNS vs OUST
-56.4%
+131.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -9.0% | +3.5% | -4.5% |
| 7D | -9.1% | -5.0% | -4.1% | -8.7% |
| 30D | -13.4% | -32.0% | +18.7% | -9.9% |
| 3M | -7.6% | -32.4% | +24.8% | -4.2% |
| 6M | -11.9% | +6.7% | -18.6% | -15.3% |
| YTD | -0.4% | +41.0% | -41.4% | -7.9% |
| 1Y | -4.9% | +18.0% | -22.9% | -10.7% |
| 3Y | +24.8% | +560.6% | -535.8% | -11.6% |
| 5Y | +75.0% | -55.1% | +130.1% | +91.7% |
| All | +75.0% | -56.4% | +131.4% | +91.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling