+77.4%
CDNS vs URI
+200.7%
-123.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.6% | -5.6% | -4.5% |
| 7D | -14.0% | -2.0% | -12.0% | -13.4% |
| 30D | -13.2% | -12.9% | -0.2% | -9.0% |
| 3M | -28.9% | -6.7% | -22.2% | -27.6% |
| 6M | -4.2% | +19.0% | -23.2% | -12.3% |
| YTD | -6.4% | +25.5% | -31.9% | -16.8% |
| 1Y | -16.2% | +5.5% | -21.8% | -20.4% |
| 3Y | +20.2% | +111.3% | -91.1% | -18.3% |
| All | +77.4% | +200.7% | -123.2% | -4.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling