+77.1%
CDNS vs FE
+47.0%
+30.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.1% | -4.2% | -3.1% |
| 7D | +1.0% | +1.2% | -0.3% | +0.9% |
| 30D | -2.0% | +4.5% | -6.5% | -2.1% |
| 3M | -0.2% | +1.3% | -1.6% | -0.2% |
| 6M | -8.9% | +8.7% | -17.6% | -9.5% |
| YTD | +3.3% | +9.2% | -5.9% | +2.3% |
| 1Y | +2.2% | +7.0% | -4.8% | +1.5% |
| 3Y | +22.4% | +51.4% | -29.0% | +11.2% |
| All | +77.1% | +47.0% | +30.1% | +53.6% |
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