+1,025.3%
CDNS vs FDS
+77.2%
+948.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.6% | +1.9% |
| 7D | -7.2% | -8.8% | +1.6% | -2.9% |
| 30D | -14.3% | -1.4% | -12.9% | -13.9% |
| 3M | -27.2% | +13.9% | -41.1% | -33.3% |
| 6M | -4.5% | +27.4% | -31.9% | -18.7% |
| YTD | -9.0% | -2.5% | -6.5% | -10.8% |
| 1Y | -21.3% | -23.8% | +2.5% | -12.8% |
| 3Y | +19.6% | -32.5% | +52.1% | +39.7% |
| 5Y | +71.5% | -23.2% | +94.7% | +83.9% |
| All | +1,025.3% | +77.2% | +948.2% | +677.6% |
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