+1,235.1%
CDNS vs URA
+289.1%
+946.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.5% | +1.2% | +2.8% |
| 7D | +2.4% | +0.3% | +2.1% | +2.4% |
| 30D | -6.0% | -14.8% | +8.8% | -0.9% |
| 3M | -0.1% | -25.3% | +25.2% | +9.6% |
| 6M | -8.6% | -39.9% | +31.4% | +7.2% |
| YTD | +6.1% | -22.4% | +28.5% | +12.1% |
| 1Y | +0.8% | -29.0% | +29.8% | +9.4% |
| 3Y | +26.8% | +41.0% | -14.2% | +3.4% |
| 5Y | +86.9% | +38.3% | +48.5% | +47.1% |
| 10Y | +1,235.1% | +276.1% | +959.1% | +561.9% |
| All | +1,235.1% | +289.1% | +946.1% | +561.9% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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