+566.2%
CDNS vs USHY
+50.4%
+515.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.6% |
| 7D | -7.2% | -0.1% | -7.1% | -6.9% |
| 30D | -14.3% | 0.0% | -14.2% | -14.1% |
| 3M | -27.2% | +0.8% | -28.0% | -28.4% |
| 6M | -4.5% | +1.9% | -6.4% | -7.9% |
| YTD | -9.0% | +2.3% | -11.2% | -12.7% |
| 1Y | -21.3% | +4.1% | -25.5% | -27.3% |
| 3Y | +19.6% | +27.8% | -8.2% | -25.9% |
| 5Y | +71.5% | +21.5% | +50.0% | +21.2% |
| All | +566.2% | +50.4% | +515.8% | +239.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling