+6,270.2%
CDNS vs FICO
+78,963.7%
-72,693.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.9% | -6.4% | -5.7% |
| 7D | -9.1% | -0.3% | -8.9% | -9.1% |
| 30D | -13.4% | +1.7% | -15.1% | -14.6% |
| 3M | -7.6% | -35.2% | +27.6% | -0.1% |
| 6M | -11.9% | -33.7% | +21.7% | -6.4% |
| YTD | -0.4% | -58.2% | +57.8% | +17.8% |
| 1Y | -4.9% | -56.6% | +51.6% | +11.1% |
| 3Y | +24.8% | -24.0% | +48.8% | +22.7% |
| 5Y | +75.0% | +86.1% | -11.1% | +35.8% |
| 10Y | +1,149.2% | +522.8% | +626.4% | +648.5% |
| All | +6,270.2% | +78,963.7% | -72,693.5% | +2,777.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling