+21.2%
CDNS vs FE
+50.0%
-28.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.4% | -4.1% |
| 7D | -14.0% | +1.9% | -16.0% | -13.6% |
| 30D | -13.2% | -1.2% | -12.0% | -13.3% |
| 3M | -28.9% | +3.5% | -32.4% | -28.2% |
| 6M | -4.2% | -6.1% | +1.9% | -4.7% |
| YTD | -6.4% | +7.6% | -14.0% | -4.8% |
| 1Y | -16.2% | +11.9% | -28.1% | -14.3% |
| All | +21.2% | +50.0% | -28.8% | +26.1% |
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