+134.1%
CDNS vs FGI
-66.3%
+200.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +6.2% | -4.9% | +1.1% |
| 7D | +7.0% | +13.5% | -6.5% | +6.8% |
| 30D | -0.3% | +17.1% | -17.4% | -0.6% |
| 3M | +3.2% | +78.0% | -74.9% | +0.7% |
| 6M | -6.9% | +46.4% | -53.3% | -9.0% |
| YTD | +6.6% | +47.7% | -41.1% | +3.1% |
| 1Y | +5.6% | +56.8% | -51.2% | +1.7% |
| 3Y | +27.4% | +12.3% | +15.2% | +20.9% |
| All | +134.1% | -66.3% | +200.4% | +133.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling