+1,621.8%
CDNS vs UPS
+243.4%
+1,378.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.8% | -3.3% |
| 7D | -14.0% | -2.9% | -11.1% | -12.5% |
| 30D | -13.2% | -3.5% | -9.7% | -11.4% |
| 3M | -28.9% | -5.7% | -23.2% | -27.2% |
| 6M | -4.2% | -4.4% | +0.2% | -3.6% |
| YTD | -6.4% | +8.0% | -14.4% | -12.4% |
| 1Y | -16.2% | +29.0% | -45.2% | -29.8% |
| 3Y | +20.2% | -27.7% | +47.9% | +32.8% |
| 5Y | +76.6% | -34.3% | +111.0% | +103.0% |
| 10Y | +1,029.7% | +37.8% | +991.9% | +622.0% |
| All | +1,621.8% | +243.4% | +1,378.4% | +465.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling