-2.7%
CDNS vs UMAC
+494.0%
-496.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.1% | -0.9% | -3.9% |
| 7D | -14.0% | -0.9% | -13.1% | -14.0% |
| 30D | -13.2% | -7.7% | -5.5% | -13.1% |
| 3M | -28.9% | -26.4% | -2.5% | -28.7% |
| 6M | -4.2% | +61.9% | -66.0% | -6.7% |
| YTD | -6.4% | +86.5% | -92.9% | -9.6% |
| 1Y | -16.2% | +156.3% | -172.5% | -20.1% |
| All | -2.7% | +494.0% | -496.7% | -9.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling