+77.4%
CDNS vs USB
+40.0%
+37.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.7% | -3.9% |
| 7D | -14.0% | +1.4% | -15.5% | -14.4% |
| 30D | -13.2% | -1.3% | -11.9% | -12.9% |
| 3M | -28.9% | +15.2% | -44.1% | -32.0% |
| 6M | -4.2% | +18.8% | -23.0% | -9.4% |
| YTD | -6.4% | +21.0% | -27.4% | -12.2% |
| 1Y | -16.2% | +34.0% | -50.2% | -24.0% |
| 3Y | +20.2% | +95.3% | -75.1% | -3.4% |
| All | +77.4% | +40.0% | +37.4% | +55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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