+84.5%
CDNS vs OUST
-50.0%
+134.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +10.8% | -5.7% | +4.0% |
| 7D | +2.1% | +36.7% | -34.5% | -1.6% |
| 30D | -4.6% | -3.3% | -1.3% | -4.7% |
| 3M | -0.8% | -11.1% | +10.3% | -0.3% |
| 6M | -7.2% | +53.1% | -60.3% | -14.2% |
| YTD | +7.7% | +78.2% | -70.6% | -3.1% |
| 1Y | +3.5% | +50.0% | -46.5% | -5.4% |
| 3Y | +31.2% | +836.2% | -804.9% | -10.7% |
| 5Y | +84.5% | -50.0% | +134.5% | +103.2% |
| All | +84.5% | -50.0% | +134.5% | +103.2% |
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