+3.4%
CDNS vs FICO
-58.5%
+61.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | -0.1% | +4.0% | -4.0% | -0.6% |
| 30D | -5.5% | -1.5% | -4.0% | -5.7% |
| 3M | +0.5% | -29.8% | +30.3% | +5.1% |
| 6M | -9.6% | -33.3% | +23.7% | -6.5% |
| YTD | +5.3% | -56.9% | +62.2% | +16.7% |
| 1Y | +3.4% | -59.5% | +62.8% | +14.9% |
| All | +3.4% | -58.5% | +61.9% | +14.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling