+1,634.5%
CDNS vs FDS
+9,502.8%
-7,868.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.5% | -0.5% | -2.5% |
| 7D | -14.0% | -1.9% | -12.1% | -13.3% |
| 30D | -13.2% | +9.0% | -22.2% | -16.4% |
| 3M | -28.9% | +18.9% | -47.8% | -34.9% |
| 6M | -4.2% | +35.1% | -39.3% | -17.5% |
| YTD | -6.4% | +5.5% | -11.9% | -11.0% |
| 1Y | -16.2% | -16.8% | +0.6% | -13.3% |
| 3Y | +20.2% | -28.1% | +48.2% | +31.1% |
| 5Y | +76.6% | -17.4% | +94.1% | +81.9% |
| 10Y | +1,029.7% | +85.4% | +944.2% | +729.9% |
| All | +1,634.5% | +9,502.8% | -7,868.3% | +269.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling