+22.4%
CDNS vs FE
+50.7%
-28.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.1% | -4.2% | -2.8% |
| 7D | +1.0% | +1.2% | -0.3% | +1.3% |
| 30D | -2.0% | +4.5% | -6.5% | -0.8% |
| 3M | -0.2% | +1.3% | -1.6% | +0.4% |
| 6M | -8.9% | +8.7% | -17.6% | -6.8% |
| YTD | +3.3% | +9.2% | -5.9% | +5.9% |
| 1Y | +2.2% | +7.0% | -4.8% | +4.4% |
| 3Y | +22.4% | +51.4% | -29.0% | +28.2% |
| All | +22.4% | +50.7% | -28.3% | +28.2% |
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