+1,087.6%
CDNS vs FE
+556.6%
+531.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.4% | +4.1% | +3.2% |
| 7D | -2.4% | -1.0% | -1.4% | -2.1% |
| 30D | -10.2% | +4.1% | -14.3% | -11.4% |
| 3M | -5.5% | -1.0% | -4.5% | -5.4% |
| 6M | -9.9% | +4.0% | -13.9% | -11.5% |
| YTD | +2.3% | +6.8% | -4.5% | -0.6% |
| 1Y | -1.4% | +5.3% | -6.7% | -3.9% |
| 3Y | +28.1% | +44.6% | -16.5% | +10.3% |
| 5Y | +79.7% | +44.2% | +35.5% | +53.3% |
| 10Y | +1,183.3% | +107.3% | +1,076.0% | +835.9% |
| All | +1,087.6% | +556.6% | +531.0% | +595.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling