-39.0%
U vs CDNS
+187.4%
-226.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.0% | +3.0% | +2.4% |
| 7D | -3.8% | -14.0% | +10.2% | +9.0% |
| 30D | +17.5% | -13.2% | +30.6% | +31.1% |
| 3M | +38.7% | -28.9% | +67.6% | +82.1% |
| 6M | +104.4% | -4.2% | +108.6% | +102.5% |
| YTD | -5.7% | -6.4% | +0.7% | -4.9% |
| 1Y | +3.7% | -16.2% | +19.9% | +15.1% |
| 3Y | +12.3% | +20.2% | -7.9% | -26.0% |
| 5Y | -68.8% | +76.6% | -145.5% | -86.7% |
| All | -39.0% | +187.4% | -226.4% | -83.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CDNS.
Daily Out/Under-Performance
Portfolio return minus CDNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDNS 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 CDNS 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