+1,005.1%
CDNS vs FE
+113.1%
+891.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.3% | -2.7% |
| 7D | -9.2% | +0.6% | -9.9% | -9.4% |
| 30D | -16.3% | -2.1% | -14.1% | -15.8% |
| 3M | -27.9% | +2.6% | -30.6% | -28.6% |
| 6M | -4.3% | -6.8% | +2.5% | -2.9% |
| YTD | -9.1% | +6.9% | -16.0% | -11.4% |
| 1Y | -21.2% | +11.6% | -32.8% | -24.4% |
| 3Y | +19.4% | +47.7% | -28.3% | +2.3% |
| 5Y | +71.6% | +46.2% | +25.4% | +45.9% |
| 10Y | +1,005.1% | +109.2% | +895.9% | +780.1% |
| All | +1,005.1% | +113.1% | +891.9% | +780.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 10y: compounded portfolio wealth divided by compounded FE 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…
10y analysis · Full analysis span regression · 6 months rolling