-19.7%
CDNS vs UMAC
+134.8%
-154.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.4% | +0.3% |
| 7D | -6.5% | -4.0% | -2.5% | -6.4% |
| 30D | -13.0% | -9.4% | -3.6% | -12.8% |
| 3M | -26.0% | +3.0% | -29.0% | -26.8% |
| 6M | -2.8% | +27.2% | -30.0% | -6.3% |
| YTD | -8.8% | +84.7% | -93.5% | -16.0% |
| All | -19.7% | +134.8% | -154.5% | -28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 1y: compounded portfolio wealth divided by compounded UMAC 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…
1y analysis · Full analysis span regression · 6 months rolling