+16.4%
CDNS vs USAR
+68.6%
-52.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.6% | +0.3% |
| 7D | -7.2% | -4.4% | -2.8% | -7.1% |
| 30D | -14.3% | -10.4% | -3.9% | -14.0% |
| 3M | -27.2% | -18.4% | -8.8% | -26.9% |
| 6M | -4.5% | -8.8% | +4.3% | -4.2% |
| YTD | -9.0% | +43.4% | -52.3% | -8.7% |
| 1Y | -21.3% | +21.0% | -42.3% | -21.0% |
| 3Y | +19.6% | +67.7% | -48.2% | +22.5% |
| All | +16.4% | +68.6% | -52.1% | +17.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling