+73.1%
CDNS vs ULTA
+41.7%
+31.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.3% | +0.5% |
| 7D | -6.5% | -3.9% | -2.7% | -5.5% |
| 30D | -13.0% | -1.1% | -11.9% | -12.9% |
| 3M | -26.0% | +13.8% | -39.8% | -29.3% |
| 6M | -2.8% | -17.2% | +14.4% | +1.9% |
| YTD | -8.8% | -11.5% | +2.6% | -6.9% |
| 1Y | -15.8% | +3.9% | -19.7% | -19.1% |
| 3Y | +19.7% | +29.5% | -9.7% | +0.4% |
| All | +73.1% | +41.7% | +31.4% | +29.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling