+23.0%
CDNS vs USAR
+73.2%
-50.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.5% | -4.0% |
| 7D | -14.0% | -2.1% | -11.9% | -14.0% |
| 30D | -13.2% | +2.6% | -15.8% | -13.2% |
| 3M | -28.9% | -35.0% | +6.1% | -28.3% |
| 6M | -4.2% | -6.9% | +2.7% | -4.0% |
| YTD | -6.4% | +48.0% | -54.3% | -6.2% |
| 1Y | -16.2% | +24.8% | -41.0% | -15.9% |
| All | +23.0% | +73.2% | -50.2% | +36.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling