+51.7%
UNP vs CDNS
+71.8%
-20.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.3% |
| 7D | -1.7% | -7.2% | +5.5% | -0.8% |
| 30D | -2.1% | -14.3% | +12.1% | -0.2% |
| 3M | +5.4% | -27.2% | +32.6% | +9.8% |
| 6M | +13.4% | -4.5% | +17.9% | +12.4% |
| YTD | +25.0% | -9.0% | +33.9% | +24.4% |
| 1Y | +34.6% | -21.3% | +55.9% | +37.2% |
| 3Y | +43.6% | +19.6% | +24.0% | +30.3% |
| 5Y | +51.7% | +71.5% | -19.8% | +21.5% |
| All | +51.7% | +71.8% | -20.0% | +21.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling