+86.9%
CDNS vs USB
+25.6%
+61.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.1% | -1.4% |
| 7D | +2.4% | +1.4% | +1.0% | +2.1% |
| 30D | -6.0% | +6.4% | -12.4% | -7.8% |
| 3M | -0.1% | -4.5% | +4.4% | +1.2% |
| 6M | -8.6% | +11.4% | -19.9% | -11.9% |
| YTD | +6.1% | +17.1% | -11.0% | +0.3% |
| 1Y | +0.8% | +32.6% | -31.8% | -8.5% |
| 3Y | +26.8% | +101.8% | -75.0% | +0.7% |
| 5Y | +86.9% | +25.1% | +61.7% | +77.5% |
| All | +86.9% | +25.6% | +61.3% | +77.5% |
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