+6,640.2%
CDNS vs USB
+8,296.0%
-1,655.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.9% | -0.1% | +1.1% |
| 7D | -3.8% | +2.4% | -6.2% | -4.6% |
| 30D | -6.8% | +6.6% | -13.3% | -9.1% |
| 3M | -3.3% | -4.1% | +0.8% | -2.0% |
| 6M | -5.7% | +12.5% | -18.2% | -10.4% |
| YTD | +5.4% | +17.6% | -12.2% | -1.8% |
| 1Y | -1.1% | +36.5% | -37.6% | -13.0% |
| 3Y | +32.1% | +95.4% | -63.3% | -0.2% |
| 5Y | +83.5% | +26.1% | +57.4% | +58.1% |
| 10Y | +1,221.8% | +101.3% | +1,120.5% | +778.9% |
| All | +6,640.2% | +8,296.0% | -1,655.8% | +1,168.0% |
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