+1,235.1%
CDNS vs FDS
+127.5%
+1,107.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.2% | -1.3% |
| 7D | +2.4% | -2.0% | +4.4% | +3.3% |
| 30D | -6.0% | +13.5% | -19.5% | -12.4% |
| 3M | -0.1% | +15.2% | -15.2% | -8.6% |
| 6M | -8.6% | +47.0% | -55.6% | -28.3% |
| YTD | +6.1% | +13.9% | -7.8% | -5.3% |
| 1Y | +0.8% | +25.2% | -24.4% | -15.4% |
| 3Y | +26.8% | -25.3% | +52.1% | +40.0% |
| 5Y | +86.9% | -23.3% | +110.2% | +100.8% |
| 10Y | +1,235.1% | +126.0% | +1,109.1% | +697.3% |
| All | +1,235.1% | +127.5% | +1,107.6% | +697.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling