+75.0%
CDNS vs USB
+22.2%
+52.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.1% | -3.4% | -4.9% |
| 7D | -9.1% | -1.5% | -7.7% | -8.7% |
| 30D | -13.4% | +4.3% | -17.7% | -14.5% |
| 3M | -7.6% | -6.1% | -1.5% | -6.0% |
| 6M | -11.9% | +9.4% | -21.3% | -14.7% |
| YTD | -0.4% | +15.2% | -15.5% | -5.4% |
| 1Y | -4.9% | +32.8% | -37.7% | -13.8% |
| 3Y | +24.8% | +91.3% | -66.5% | +0.7% |
| 5Y | +75.0% | +22.7% | +52.3% | +66.5% |
| All | +75.0% | +22.2% | +52.8% | +66.5% |
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