+3,299.5%
CDNS vs URA
-31.1%
+3,330.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.8% | -4.8% | -4.3% |
| 7D | -14.0% | +1.1% | -15.1% | -14.3% |
| 30D | -13.2% | +7.4% | -20.6% | -15.2% |
| 3M | -28.9% | -8.4% | -20.5% | -27.2% |
| 6M | -4.2% | -12.7% | +8.5% | -1.1% |
| YTD | -6.4% | +7.8% | -14.2% | -10.8% |
| 1Y | -16.2% | +19.5% | -35.7% | -24.0% |
| 3Y | +20.2% | +116.4% | -96.2% | -13.8% |
| 5Y | +76.6% | +134.3% | -57.7% | +18.2% |
| 10Y | +1,029.7% | +359.3% | +670.4% | +457.7% |
| All | +3,299.5% | -31.1% | +3,330.6% | +2,727.2% |
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