-16.2%
CDNS vs UMC
+209.4%
-225.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +4.6% | -8.6% | -4.6% |
| 7D | -14.0% | +5.0% | -19.0% | -14.7% |
| 30D | -13.2% | +7.7% | -20.8% | -14.2% |
| 3M | -28.9% | +1.7% | -30.6% | -30.1% |
| 6M | -4.2% | +113.9% | -118.1% | -17.7% |
| YTD | -6.4% | +168.9% | -175.3% | -25.9% |
| 1Y | -16.2% | +207.2% | -223.4% | -37.3% |
| All | -16.2% | +209.4% | -225.7% | -37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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