+3,615.7%
CDNS vs URA
-51.6%
+3,667.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.4% | -1.7% | +1.3% |
| 7D | -2.4% | -4.1% | +1.7% | -1.1% |
| 30D | -10.2% | -19.0% | +8.8% | -3.8% |
| 3M | -5.5% | -25.1% | +19.7% | +3.5% |
| 6M | -9.9% | -44.5% | +34.6% | +8.1% |
| YTD | +2.3% | -24.3% | +26.7% | +9.1% |
| 1Y | -1.4% | -28.1% | +26.7% | +6.5% |
| 3Y | +28.1% | +40.7% | -12.6% | +5.9% |
| 5Y | +79.7% | +35.5% | +44.3% | +45.0% |
| 10Y | +1,183.3% | +281.2% | +902.1% | +572.4% |
| All | +3,615.7% | -51.6% | +3,667.3% | +3,356.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling