+28.1%
CDNS vs FICO
-24.3%
+52.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -11.5% |
| 3M | -5.5% | -31.7% | +26.3% | +0.1% |
| 6M | -9.9% | -34.0% | +24.1% | -5.3% |
| YTD | +2.3% | -58.3% | +60.7% | +19.3% |
| 1Y | -1.4% | -57.9% | +56.5% | +14.4% |
| 3Y | +28.1% | -24.1% | +52.1% | +6.0% |
| All | +28.1% | -24.3% | +52.4% | +6.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling