-1.4%
CDNS vs FICO
-58.2%
+56.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +2.8% |
| 7D | -2.4% | -0.9% | -1.5% | -2.3% |
| 30D | -10.2% | +3.3% | -13.5% | -11.3% |
| 3M | -5.5% | -31.7% | +26.3% | -0.9% |
| 6M | -9.9% | -34.0% | +24.1% | -7.0% |
| YTD | +2.3% | -58.3% | +60.7% | +12.4% |
| 1Y | -1.4% | -57.9% | +56.5% | +9.1% |
| All | -1.4% | -58.2% | +56.8% | +9.1% |
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