+1,026.7%
CDNS vs UL
+65.6%
+961.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.6% |
| 7D | -6.5% | -4.1% | -2.5% | -5.3% |
| 30D | -13.0% | -1.2% | -11.8% | -12.7% |
| 3M | -26.0% | +6.0% | -32.0% | -27.8% |
| 6M | -2.8% | -5.5% | +2.6% | -1.6% |
| YTD | -8.8% | -3.3% | -5.5% | -8.8% |
| 1Y | -15.8% | -9.8% | -6.0% | -13.9% |
| 3Y | +19.7% | +20.1% | -0.4% | +6.2% |
| 5Y | +70.8% | +19.2% | +51.6% | +49.2% |
| All | +1,026.7% | +65.6% | +961.1% | +841.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling