+77.4%
CDNS vs OUST
-56.2%
+133.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.7% | -5.7% | -4.2% |
| 7D | -14.0% | +5.2% | -19.2% | -14.5% |
| 30D | -13.2% | -19.3% | +6.1% | -11.4% |
| 3M | -28.9% | -22.6% | -6.3% | -28.4% |
| 6M | -4.2% | +62.8% | -66.9% | -11.9% |
| YTD | -6.4% | +68.3% | -74.7% | -14.7% |
| 1Y | -16.2% | +28.5% | -44.8% | -22.4% |
| 3Y | +20.2% | +554.0% | -533.9% | -14.3% |
| All | +77.4% | -56.2% | +133.6% | +82.3% |
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