+1,373.1%
CDNS vs ULTA
+1,560.4%
-187.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.5% |
| 7D | -7.2% | -1.8% | -5.4% | -6.8% |
| 30D | -14.3% | -1.2% | -13.0% | -14.2% |
| 3M | -27.2% | +13.4% | -40.6% | -29.9% |
| 6M | -4.5% | -15.6% | +11.1% | -1.3% |
| YTD | -9.0% | -10.4% | +1.5% | -7.6% |
| 1Y | -21.3% | +5.5% | -26.8% | -23.8% |
| 3Y | +19.6% | +31.0% | -11.4% | +6.5% |
| 5Y | +71.5% | +41.8% | +29.7% | +48.2% |
| 10Y | +1,036.6% | +127.0% | +909.6% | +692.0% |
| All | +1,373.1% | +1,560.4% | -187.3% | +284.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling