+22.4%
CDNS vs UMC
+131.8%
-109.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.3% | -0.8% | -2.5% |
| 7D | +1.0% | +11.2% | -10.2% | -1.8% |
| 30D | -2.0% | -28.0% | +26.1% | +5.7% |
| 3M | -0.2% | -20.5% | +20.3% | +4.1% |
| 6M | -8.9% | -1.6% | -7.3% | -13.9% |
| YTD | +3.3% | +99.4% | -96.0% | -26.7% |
| 1Y | +2.2% | +120.4% | -118.2% | -30.8% |
| 3Y | +22.4% | +134.2% | -111.9% | -22.4% |
| All | +22.4% | +131.8% | -109.4% | -22.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling