+22.4%
CDNS vs URA
+35.4%
-13.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.6% | -1.5% | -2.6% |
| 7D | +1.0% | -1.5% | +2.5% | +1.4% |
| 30D | -2.0% | -10.4% | +8.5% | +1.5% |
| 3M | -0.2% | -29.6% | +29.4% | +10.6% |
| 6M | -8.9% | -40.3% | +31.4% | +5.6% |
| YTD | +3.3% | -25.5% | +28.8% | +10.0% |
| 1Y | +2.2% | -26.4% | +28.6% | +9.0% |
| 3Y | +22.4% | +31.4% | -9.1% | -0.6% |
| All | +22.4% | +35.4% | -13.0% | -0.6% |
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