+5,887.0%
CDNS vs UL
+2,661.1%
+3,226.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.1% | -3.9% | -4.0% |
| 7D | -14.0% | -1.3% | -12.7% | -13.6% |
| 30D | -13.2% | +0.5% | -13.6% | -13.4% |
| 3M | -28.9% | +17.6% | -46.5% | -33.4% |
| 6M | -4.2% | -5.4% | +1.2% | -3.2% |
| YTD | -6.4% | +0.7% | -7.1% | -7.8% |
| 1Y | -16.2% | -9.3% | -7.0% | -14.6% |
| 3Y | +20.2% | +24.5% | -4.4% | +6.8% |
| 5Y | +76.6% | +23.2% | +53.4% | +55.5% |
| 10Y | +1,029.7% | +64.5% | +965.2% | +778.0% |
| All | +5,887.0% | +2,661.1% | +3,226.0% | +1,352.2% |
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