+35.7%
CDNS vs USAR
-21.7%
+57.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -9.6% | +8.1% | -1.1% |
| 7D | +2.4% | -9.1% | +11.5% | +2.8% |
| 30D | -6.0% | -36.9% | +30.9% | -4.7% |
| 3M | -0.1% | -58.4% | +58.3% | +2.5% |
| 6M | -8.6% | -70.6% | +62.1% | -5.7% |
| YTD | +6.1% | -33.4% | +39.5% | +8.9% |
| 1Y | +0.8% | -54.0% | +54.9% | +3.5% |
| 3Y | +26.8% | -22.7% | +49.4% | +33.0% |
| All | +35.7% | -21.7% | +57.4% | +40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 10y: compounded portfolio wealth divided by compounded USAR 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…
10y analysis · Full analysis span regression · 6 months rolling