-8.9%
CDNS vs FIGR
-29.9%
+21.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.8% | -1.3% | -2.9% |
| 7D | +1.0% | +11.0% | -10.0% | -0.1% |
| 30D | -2.0% | +0.7% | -2.6% | -2.3% |
| 3M | -0.2% | -20.9% | +20.7% | +1.2% |
| 6M | -8.9% | -37.7% | +28.8% | -6.2% |
| YTD | +3.3% | -38.2% | +41.6% | +5.5% |
| 1Y | +2.2% | -27.1% | +29.3% | +1.7% |
| All | -8.9% | -29.9% | +21.0% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 10y: compounded portfolio wealth divided by compounded FIGR 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…
10y analysis · Full analysis span regression · 6 months rolling