+1,166.2%
CDNS vs UPS
+43.9%
+1,122.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.8% | -4.9% | -3.8% |
| 7D | +1.0% | +3.8% | -2.8% | -0.5% |
| 30D | -2.0% | +17.4% | -19.3% | -7.7% |
| 3M | -0.2% | +8.2% | -8.4% | -3.4% |
| 6M | -8.9% | +17.9% | -26.8% | -15.2% |
| YTD | +3.3% | +18.7% | -15.4% | -5.0% |
| 1Y | +2.2% | +24.8% | -22.6% | -8.0% |
| 3Y | +22.4% | -4.5% | +26.9% | +17.2% |
| 5Y | +78.0% | -33.2% | +111.2% | +99.6% |
| All | +1,166.2% | +43.9% | +1,122.3% | +795.2% |
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