+1,010.3%
CDNS vs UMC
+292.0%
+718.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-11.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.8% | +0.8% |
| 7D | -1.1% | +9.0% | -10.1% | -3.9% |
| 30D | -10.4% | +17.2% | -27.7% | -15.1% |
| 3M | -24.6% | +11.4% | -36.0% | -29.1% |
| 6M | -1.6% | +137.5% | -139.1% | -28.5% |
| YTD | -7.4% | +193.1% | -200.5% | -38.1% |
| 1Y | -18.4% | +240.3% | -258.7% | -48.1% |
| 3Y | +19.0% | +262.2% | -243.2% | -26.7% |
| 5Y | +73.4% | +143.1% | -69.7% | +19.1% |
| 10Y | +1,055.6% | +1,853.0% | -797.4% | +278.1% |
| All | +1,010.3% | +292.0% | +718.3% | +259.3% |
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 1990-01-01 to 2026-09-11: 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…
1990-01-01 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling