+5,887.0%
CDNS vs USB
+8,537.0%
-2,649.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.7% | -3.9% |
| 7D | -14.0% | +1.4% | -15.5% | -14.5% |
| 30D | -13.2% | -1.3% | -11.9% | -12.8% |
| 3M | -28.9% | +15.2% | -44.1% | -32.8% |
| 6M | -4.2% | +18.8% | -23.0% | -10.6% |
| YTD | -6.4% | +21.0% | -27.4% | -13.5% |
| 1Y | -16.2% | +34.0% | -50.2% | -25.6% |
| 3Y | +20.2% | +95.3% | -75.1% | -9.4% |
| 5Y | +76.6% | +40.4% | +36.3% | +46.2% |
| 10Y | +1,029.7% | +107.3% | +922.4% | +644.6% |
| All | +5,887.0% | +8,537.0% | -2,649.9% | +1,017.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling