+1,044.2%
CDNS vs ULTA
+132.3%
+911.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.1% | -0.5% | +1.0% |
| 7D | -1.1% | -3.1% | +1.9% | -0.3% |
| 30D | -10.4% | +2.8% | -13.2% | -11.3% |
| 3M | -24.6% | +14.8% | -39.4% | -27.6% |
| 6M | -1.6% | -16.2% | +14.6% | +1.9% |
| YTD | -7.4% | -9.6% | +2.2% | -6.2% |
| 1Y | -18.4% | +4.8% | -23.2% | -20.9% |
| 3Y | +19.0% | +30.7% | -11.7% | +5.4% |
| 5Y | +73.4% | +45.9% | +27.5% | +47.8% |
| All | +1,044.2% | +132.3% | +911.9% | +725.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 ULTA 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