+105.6%
CDNS vs FGI
-70.4%
+175.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -15.0% |
| 3M | -28.9% | +23.5% | -52.4% | -30.1% |
| 6M | -4.2% | +60.5% | -64.7% | -7.4% |
| YTD | -6.4% | +30.0% | -36.4% | -9.1% |
| 1Y | -16.2% | +82.1% | -98.3% | -20.4% |
| 3Y | +20.2% | -4.4% | +24.6% | +14.6% |
| All | +105.6% | -70.4% | +175.9% | +106.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling