+1,126.0%
CDNS vs URI
+7,134.6%
-6,008.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.6% | -5.6% | -4.5% |
| 7D | -14.0% | -2.0% | -12.0% | -13.5% |
| 30D | -13.2% | -12.9% | -0.2% | -9.7% |
| 3M | -28.9% | -6.7% | -22.2% | -27.8% |
| 6M | -4.2% | +19.0% | -23.2% | -10.8% |
| YTD | -6.4% | +25.5% | -31.9% | -14.6% |
| 1Y | -16.2% | +5.5% | -21.8% | -19.8% |
| 3Y | +20.2% | +111.3% | -91.1% | -7.8% |
| 5Y | +76.6% | +198.6% | -121.9% | +20.4% |
| 10Y | +1,029.7% | +1,179.9% | -150.2% | +358.4% |
| All | +1,126.0% | +7,134.6% | -6,008.6% | +89.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling