+71.5%
CDNS vs UPS
-35.0%
+106.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.4% | +0.6% |
| 7D | -7.2% | -3.7% | -3.5% | -6.0% |
| 30D | -14.3% | -3.7% | -10.5% | -13.1% |
| 3M | -27.2% | -6.6% | -20.6% | -25.9% |
| 6M | -4.5% | +2.6% | -7.1% | -6.4% |
| YTD | -9.0% | +4.8% | -13.7% | -11.7% |
| 1Y | -21.3% | +25.3% | -46.6% | -28.8% |
| 3Y | +19.6% | -26.9% | +46.4% | +29.2% |
| 5Y | +71.5% | -33.5% | +105.0% | +89.7% |
| All | +71.5% | -35.0% | +106.5% | +89.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling