+9,796.0%
UNP vs CDNS
+6,958.5%
+2,837.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.5% |
| 7D | +2.1% | +7.0% | -4.9% | +1.0% |
| 30D | +7.7% | -0.3% | +8.0% | +7.6% |
| 3M | +4.0% | +3.2% | +0.9% | +3.1% |
| 6M | +15.7% | -6.9% | +22.6% | +15.8% |
| YTD | +33.5% | +6.6% | +26.9% | +30.0% |
| 1Y | +38.9% | +5.6% | +33.3% | +35.4% |
| 3Y | +53.7% | +27.4% | +26.2% | +42.5% |
| 5Y | +40.4% | +83.7% | -43.3% | +21.0% |
| 10Y | +291.1% | +1,215.9% | -924.8% | +147.0% |
| All | +9,796.0% | +6,958.5% | +2,837.5% | +4,096.4% |
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