-16.2%
CDNS vs UPS
+27.3%
-43.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.8% | -3.8% |
| 7D | -14.0% | -2.9% | -11.1% | -13.6% |
| 30D | -13.2% | -3.5% | -9.7% | -12.7% |
| 3M | -28.9% | -5.7% | -23.2% | -28.5% |
| 6M | -4.2% | -4.4% | +0.2% | -4.8% |
| YTD | -6.4% | +8.0% | -14.4% | -8.1% |
| 1Y | -16.2% | +29.0% | -45.2% | -22.1% |
| All | -16.2% | +27.3% | -43.5% | -22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UPS.
Daily Out/Under-Performance
Portfolio return minus UPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPS 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 UPS 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