+0.8%
CDNS vs FDS
+26.7%
-25.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.2% | -1.4% |
| 7D | +2.4% | -2.0% | +4.4% | +2.8% |
| 30D | -6.0% | +13.5% | -19.5% | -8.9% |
| 3M | -0.1% | +15.2% | -15.2% | -3.7% |
| 6M | -8.6% | +47.0% | -55.6% | -19.1% |
| YTD | +6.1% | +13.9% | -7.8% | -3.1% |
| 1Y | +0.8% | +25.2% | -24.4% | -5.6% |
| All | +0.8% | +26.7% | -25.8% | -5.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling