-18.4%
CDNS vs FIGR
-3.1%
-15.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.6% | +6.2% | +2.0% |
| 7D | -1.1% | -3.0% | +1.9% | -0.9% |
| 30D | -10.4% | +13.7% | -24.1% | -11.7% |
| 3M | -24.6% | +23.9% | -48.5% | -26.4% |
| 6M | -1.6% | -8.4% | +6.8% | -2.1% |
| YTD | -7.4% | -14.6% | +7.2% | -7.9% |
| 1Y | -18.4% | +12.1% | -30.5% | -22.4% |
| All | -18.4% | -3.1% | -15.3% | -22.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling