+6,634.9%
CDNS vs UL
+2,729.0%
+3,905.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.4% |
| 7D | -0.1% | -1.7% | +1.6% | +0.5% |
| 30D | -5.5% | +4.5% | -10.0% | -7.3% |
| 3M | +0.5% | +5.5% | -4.9% | -1.9% |
| 6M | -9.6% | +17.0% | -26.6% | -15.6% |
| YTD | +5.3% | +3.2% | +2.2% | +2.3% |
| 1Y | +3.4% | -1.9% | +5.3% | +2.0% |
| 3Y | +25.9% | +33.6% | -7.7% | +8.6% |
| 5Y | +85.8% | +31.5% | +54.3% | +58.9% |
| 10Y | +1,199.9% | +103.9% | +1,095.9% | +829.9% |
| All | +6,634.9% | +2,729.0% | +3,905.8% | +1,512.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling