+28.1%
CDNS vs URI
+138.8%
-110.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.1% | +1.6% | +2.4% |
| 7D | -2.4% | -9.8% | +7.4% | +0.3% |
| 30D | -10.2% | +1.7% | -11.9% | -10.6% |
| 3M | -5.5% | -9.1% | +3.6% | -3.2% |
| 6M | -9.9% | +9.9% | -19.7% | -12.9% |
| YTD | +2.3% | +31.2% | -28.9% | -8.2% |
| 1Y | -1.4% | +25.9% | -27.3% | -10.2% |
| 3Y | +28.1% | +147.4% | -119.3% | -5.2% |
| All | +28.1% | +138.8% | -110.7% | -5.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling