+1,176.6%
CDNS vs FE
+107.2%
+1,069.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.2% | +2.8% |
| 7D | -2.4% | 0.0% | -2.4% | -2.4% |
| 30D | -10.2% | +5.2% | -15.4% | -11.4% |
| 3M | -5.5% | 0.0% | -5.4% | -5.6% |
| 6M | -9.9% | +5.0% | -14.9% | -11.5% |
| YTD | +2.3% | +7.9% | -5.5% | -0.6% |
| 1Y | -1.4% | +6.3% | -7.7% | -3.9% |
| 3Y | +28.1% | +46.0% | -17.9% | +10.5% |
| 5Y | +79.7% | +45.6% | +34.1% | +53.2% |
| All | +1,176.6% | +107.2% | +1,069.4% | +941.1% |
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