-8.9%
CDNS vs UMC
+0.6%
-9.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.3% | -0.8% | -2.7% |
| 7D | +1.0% | +11.2% | -10.2% | -0.8% |
| 30D | -2.0% | -28.0% | +26.1% | +2.0% |
| 3M | -0.2% | -20.5% | +20.3% | +2.2% |
| 6M | -8.9% | -1.6% | -7.3% | -12.7% |
| All | -8.9% | +0.6% | -9.5% | -12.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling