+1,032.7%
CDNS vs FICO
+605.7%
+427.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -16.7% | +12.7% | +3.1% |
| 7D | -14.0% | -19.2% | +5.2% | -6.3% |
| 30D | -13.2% | -14.6% | +1.4% | -8.1% |
| 3M | -28.9% | -20.1% | -8.8% | -24.2% |
| 6M | -4.2% | -36.3% | +32.2% | +10.9% |
| YTD | -6.4% | -44.9% | +38.5% | +15.4% |
| 1Y | -16.2% | -38.6% | +22.4% | -4.4% |
| 3Y | +20.2% | +4.0% | +16.2% | -3.8% |
| 5Y | +76.6% | +99.5% | -22.9% | -5.9% |
| All | +1,032.7% | +605.7% | +427.0% | +171.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 10y: compounded portfolio wealth divided by compounded FICO 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…
10y analysis · Full analysis span regression · 6 months rolling