+75.8%
CDNS vs UMC
+143.5%
-67.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.8% | +0.8% |
| 7D | -1.1% | +9.0% | -10.1% | -4.1% |
| 30D | -10.4% | +17.2% | -27.7% | -15.6% |
| 3M | -24.6% | +11.4% | -36.0% | -30.1% |
| 6M | -1.6% | +137.5% | -139.1% | -34.8% |
| YTD | -7.4% | +193.1% | -200.5% | -46.1% |
| 1Y | -18.4% | +240.3% | -258.7% | -56.1% |
| 3Y | +19.0% | +262.2% | -243.2% | -39.8% |
| All | +75.8% | +143.5% | -67.8% | +5.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling