+31.2%
CDNS vs USAR
-14.5%
+45.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +6.5% | -1.3% | +4.9% |
| 7D | +2.1% | -1.1% | +3.2% | +2.1% |
| 30D | -4.6% | -30.3% | +25.6% | -3.6% |
| 3M | -0.8% | -54.7% | +53.9% | +1.4% |
| 6M | -7.2% | -67.5% | +60.3% | -4.7% |
| YTD | +7.7% | -26.4% | +34.0% | +10.1% |
| 1Y | +3.5% | -49.5% | +53.1% | +5.8% |
| 3Y | +31.2% | -14.5% | +45.7% | +40.4% |
| All | +31.2% | -14.5% | +45.7% | +40.4% |
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