+1,026.7%
CDNS vs FDS
+66.9%
+959.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.8% | +5.9% | +3.0% |
| 7D | -6.5% | -16.0% | +9.4% | +1.8% |
| 30D | -13.0% | -6.7% | -6.3% | -10.4% |
| 3M | -26.0% | +6.0% | -32.0% | -29.8% |
| 6M | -2.8% | +25.1% | -27.9% | -16.8% |
| YTD | -8.8% | -8.1% | -0.7% | -8.1% |
| 1Y | -15.8% | -26.0% | +10.2% | -5.8% |
| 3Y | +19.7% | -36.4% | +56.1% | +44.0% |
| 5Y | +70.8% | -27.7% | +98.5% | +88.5% |
| All | +1,026.7% | +66.9% | +959.9% | +701.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded FDS 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling