+24.7%
CDNS vs URA
+41.0%
-16.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.4% | -1.7% | +1.4% |
| 7D | -2.4% | -4.1% | +1.7% | -1.1% |
| 30D | -10.2% | -19.0% | +8.8% | -4.2% |
| 3M | -5.5% | -25.1% | +19.7% | +2.9% |
| 6M | -9.9% | -44.5% | +34.6% | +6.6% |
| YTD | +2.3% | -24.3% | +26.7% | +8.5% |
| 1Y | -1.4% | -28.1% | +26.7% | +5.9% |
| All | +24.7% | +41.0% | -16.2% | +0.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling