+1,642.3%
CDNS vs UAL
+242.1%
+1,400.2%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.5% | -6.5% | -4.4% |
| 7D | -14.0% | +0.7% | -14.7% | -14.1% |
| 30D | -13.2% | -16.1% | +2.9% | -10.5% |
| 3M | -28.9% | +6.1% | -35.0% | -29.9% |
| 6M | -4.2% | +10.8% | -15.0% | -6.7% |
| YTD | -6.4% | -0.4% | -6.0% | -7.4% |
| 1Y | -16.2% | +5.0% | -21.2% | -18.1% |
| 3Y | +20.2% | +124.0% | -103.8% | -0.3% |
| 5Y | +76.6% | +141.0% | -64.3% | +41.2% |
| 10Y | +1,029.7% | +118.0% | +911.7% | +723.8% |
| All | +1,642.3% | +242.1% | +1,400.2% | +709.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 all: compounded portfolio wealth divided by compounded UAL 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…
all analysis · Full analysis span regression · 6 months rolling