+70.8%
CDNS vs USHY
+20.9%
+49.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +1.3% |
| 7D | -6.5% | -0.7% | -5.8% | -4.9% |
| 30D | -13.0% | -0.5% | -12.5% | -11.8% |
| 3M | -26.0% | +0.5% | -26.5% | -26.8% |
| 6M | -2.8% | +1.5% | -4.3% | -5.8% |
| YTD | -8.8% | +1.7% | -10.6% | -11.9% |
| 1Y | -15.8% | +3.5% | -19.4% | -21.8% |
| 3Y | +19.7% | +27.2% | -7.4% | -27.7% |
| 5Y | +70.8% | +21.0% | +49.8% | +51.2% |
| All | +70.8% | +20.9% | +49.9% | +51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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