-16.2%
CDNS vs UL
-8.6%
-7.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.1% | -3.9% | -4.0% |
| 7D | -14.0% | -1.3% | -12.7% | -14.3% |
| 30D | -13.2% | +0.5% | -13.6% | -13.1% |
| 3M | -28.9% | +17.6% | -46.5% | -26.0% |
| 6M | -4.2% | -5.4% | +1.2% | -4.5% |
| YTD | -6.4% | +0.7% | -7.1% | -5.1% |
| 1Y | -16.2% | -9.3% | -7.0% | -11.1% |
| All | -16.2% | -8.6% | -7.6% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 1y: compounded portfolio wealth divided by compounded UL 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…
1y analysis · Full analysis span regression · 6 months rolling