+1,026.7%
CDNS vs UPS
+37.5%
+989.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.6% | -0.2% |
| 7D | -6.5% | -3.4% | -3.1% | -5.3% |
| 30D | -13.0% | -2.7% | -10.3% | -12.0% |
| 3M | -26.0% | -1.6% | -24.4% | -26.0% |
| 6M | -2.8% | +2.3% | -5.2% | -4.8% |
| YTD | -8.8% | +5.6% | -14.4% | -12.1% |
| 1Y | -15.8% | +27.1% | -42.9% | -25.1% |
| 3Y | +19.7% | -26.3% | +46.0% | +28.7% |
| 5Y | +70.8% | -34.5% | +105.2% | +92.2% |
| All | +1,026.7% | +37.5% | +989.3% | +707.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling