+22.4%
CDNS vs FICO
-27.8%
+50.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.4% | -3.5% | -3.2% |
| 7D | +1.0% | +2.2% | -1.3% | +0.6% |
| 30D | -2.0% | +0.1% | -2.0% | -2.6% |
| 3M | -0.2% | -35.2% | +34.9% | +7.1% |
| 6M | -8.9% | -32.4% | +23.5% | -4.7% |
| YTD | +3.3% | -57.4% | +60.7% | +19.9% |
| 1Y | +2.2% | -58.5% | +60.8% | +19.2% |
| 3Y | +22.4% | -28.9% | +51.2% | +2.7% |
| All | +22.4% | -27.8% | +50.2% | +2.7% |
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