+5,887.0%
CDNS vs FDX
+4,233.7%
+1,653.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.4% | -3.8% |
| 7D | -14.0% | -2.5% | -11.5% | -13.1% |
| 30D | -13.2% | +3.8% | -17.0% | -14.5% |
| 3M | -28.9% | -1.3% | -27.6% | -28.9% |
| 6M | -4.2% | +5.0% | -9.2% | -7.1% |
| YTD | -6.4% | +39.6% | -46.0% | -19.1% |
| 1Y | -16.2% | +81.1% | -97.3% | -34.9% |
| 3Y | +20.2% | +63.0% | -42.9% | -6.3% |
| 5Y | +76.6% | +65.6% | +11.0% | +32.2% |
| 10Y | +1,029.7% | +183.4% | +846.3% | +529.8% |
| All | +5,887.0% | +4,233.7% | +1,653.4% | +884.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling