-21.2%
CDNS vs URI
+5.1%
-26.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.5% | -3.5% | -3.0% |
| 7D | -9.2% | +2.5% | -11.8% | -9.5% |
| 30D | -16.3% | -12.5% | -3.7% | -15.2% |
| 3M | -27.9% | -6.2% | -21.7% | -27.5% |
| 6M | -4.3% | +25.9% | -30.2% | -7.0% |
| YTD | -9.1% | +26.2% | -35.3% | -11.3% |
| 1Y | -21.2% | +5.5% | -26.7% | -21.0% |
| All | -21.2% | +5.1% | -26.4% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 1y: compounded portfolio wealth divided by compounded URI 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…
1y analysis · Full analysis span regression · 6 months rolling