-19.7%
CDNS vs UMC
+231.0%
-250.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +0.5% |
| 7D | -6.5% | +11.4% | -17.9% | -8.0% |
| 30D | -13.0% | +16.8% | -29.8% | -15.1% |
| 3M | -26.0% | +19.1% | -45.1% | -29.3% |
| 6M | -2.8% | +137.4% | -140.3% | -18.0% |
| YTD | -8.8% | +186.4% | -195.2% | -28.7% |
| All | -19.7% | +231.0% | -250.7% | -41.8% |
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