-16.2%
CDNS vs FGI
+81.8%
-98.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +7.5% | -11.5% | -4.1% |
| 7D | -14.0% | +0.5% | -14.6% | -14.0% |
| 30D | -13.2% | +65.4% | -78.6% | -14.3% |
| 3M | -28.9% | +23.5% | -52.4% | -29.6% |
| 6M | -4.2% | +60.5% | -64.7% | -6.1% |
| YTD | -6.4% | +30.0% | -36.4% | -8.0% |
| 1Y | -16.2% | +82.1% | -98.3% | -16.9% |
| All | -16.2% | +81.8% | -98.1% | -16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 1y: compounded portfolio wealth divided by compounded FGI 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…
1y analysis · Full analysis span regression · 6 months rolling