+28.1%
CDNS vs FE
+42.7%
-14.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.4% | +4.1% | +2.4% |
| 7D | -2.4% | -1.0% | -1.4% | -2.7% |
| 30D | -10.2% | +4.1% | -14.3% | -9.2% |
| 3M | -5.5% | -1.0% | -4.5% | -5.5% |
| 6M | -9.9% | +4.0% | -13.9% | -8.7% |
| YTD | +2.3% | +6.8% | -4.5% | +4.3% |
| 1Y | -1.4% | +5.3% | -6.7% | +0.3% |
| 3Y | +28.1% | +44.6% | -16.5% | +35.1% |
| All | +28.1% | +42.7% | -14.6% | +35.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling