+77.4%
CDNS vs FE
+45.0%
+32.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.4% | -4.0% |
| 7D | -14.0% | +1.9% | -16.0% | -14.1% |
| 30D | -13.2% | -1.2% | -12.0% | -13.1% |
| 3M | -28.9% | +3.5% | -32.4% | -29.1% |
| 6M | -4.2% | -6.1% | +1.9% | -3.5% |
| YTD | -6.4% | +7.6% | -14.0% | -7.3% |
| 1Y | -16.2% | +11.9% | -28.1% | -17.6% |
| 3Y | +20.2% | +48.4% | -28.3% | +8.8% |
| All | +77.4% | +45.0% | +32.4% | +51.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling