+70.8%
CDNS vs UDR
-20.3%
+91.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.9% | +0.4% |
| 7D | -6.5% | -3.4% | -3.2% | -5.2% |
| 30D | -13.0% | -5.4% | -7.6% | -11.1% |
| 3M | -26.0% | -10.0% | -16.0% | -23.0% |
| 6M | -2.8% | -2.5% | -0.3% | -2.8% |
| YTD | -8.8% | -1.1% | -7.7% | -9.4% |
| 1Y | -15.8% | -3.9% | -11.9% | -15.4% |
| 3Y | +19.7% | +3.4% | +16.3% | +14.0% |
| 5Y | +70.8% | -18.9% | +89.6% | +95.0% |
| All | +70.8% | -20.3% | +91.0% | +95.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR 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 UDR 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