+279.5%
UNP vs CDNS
+1,042.5%
-763.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.2% | +0.3% |
| 7D | -1.2% | -6.5% | +5.4% | +0.4% |
| 30D | -2.0% | -13.0% | +11.0% | +1.2% |
| 3M | +7.5% | -26.0% | +33.5% | +14.9% |
| 6M | +15.3% | -2.8% | +18.2% | +13.6% |
| YTD | +25.4% | -8.8% | +34.3% | +24.9% |
| 1Y | +35.6% | -15.8% | +51.4% | +37.5% |
| 3Y | +44.1% | +19.7% | +24.4% | +25.7% |
| 5Y | +54.0% | +70.8% | -16.8% | +14.4% |
| All | +279.5% | +1,042.5% | -763.1% | +54.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling