-1.1%
CDNS vs UPS
+29.9%
-31.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.7% | -2.9% | +1.2% |
| 7D | -3.8% | +8.2% | -12.0% | -4.7% |
| 30D | -6.8% | +22.7% | -29.5% | -8.8% |
| 3M | -3.3% | +6.4% | -9.7% | -3.7% |
| 6M | -5.7% | +22.6% | -28.3% | -8.2% |
| YTD | +5.4% | +20.7% | -15.3% | +2.9% |
| 1Y | -1.1% | +30.6% | -31.7% | -4.7% |
| All | -1.1% | +29.9% | -31.1% | -4.7% |
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