+71.6%
CDNS vs FDX
+63.0%
+8.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.6% | -0.3% | -2.2% |
| 7D | -9.2% | -3.3% | -5.9% | -8.4% |
| 30D | -16.3% | -1.4% | -14.9% | -16.0% |
| 3M | -27.9% | -4.5% | -23.4% | -27.2% |
| 6M | -4.3% | +9.4% | -13.7% | -7.7% |
| YTD | -9.1% | +36.0% | -45.1% | -18.3% |
| 1Y | -21.2% | +75.5% | -96.7% | -34.9% |
| 3Y | +19.4% | +62.8% | -43.4% | -2.8% |
| 5Y | +71.6% | +64.4% | +7.2% | +31.5% |
| All | +71.6% | +63.0% | +8.6% | +31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 5y: compounded portfolio wealth divided by compounded FDX 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…
5y analysis · Full analysis span regression · 6 months rolling