+1,894.3%
CDNS vs FDS
+10,290.2%
-8,396.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.4% | +5.5% | +5.3% |
| 7D | +2.1% | -5.0% | +7.1% | +4.2% |
| 30D | -4.6% | +13.8% | -18.4% | -10.2% |
| 3M | -0.8% | +14.8% | -15.6% | -7.8% |
| 6M | -7.2% | +47.4% | -54.6% | -23.7% |
| YTD | +7.7% | +14.2% | -6.5% | -2.3% |
| 1Y | +3.5% | +26.6% | -23.1% | -10.5% |
| 3Y | +31.2% | -24.4% | +55.7% | +38.3% |
| 5Y | +84.5% | -22.6% | +107.2% | +92.7% |
| 10Y | +1,242.9% | +130.0% | +1,112.9% | +794.9% |
| All | +1,894.3% | +10,290.2% | -8,396.0% | +305.8% |
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