-15.8%
CDNS vs UPS
+26.3%
-42.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.6% | 0.0% |
| 7D | -6.5% | -3.4% | -3.1% | -6.0% |
| 30D | -13.0% | -2.7% | -10.3% | -12.6% |
| 3M | -26.0% | -1.6% | -24.4% | -26.2% |
| 6M | -2.8% | +2.3% | -5.2% | -4.5% |
| YTD | -8.8% | +5.6% | -14.4% | -10.0% |
| 1Y | -15.8% | +27.1% | -42.9% | -21.2% |
| All | -15.8% | +26.3% | -42.1% | -21.2% |
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 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