-19.8%
CDNS vs FIGR
+5.9%
-25.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | -7.2% | +14.9% | -22.1% | -8.5% |
| 30D | -14.3% | +32.3% | -46.5% | -16.7% |
| 3M | -27.2% | +34.8% | -62.0% | -29.5% |
| 6M | -4.5% | +16.8% | -21.3% | -7.0% |
| YTD | -9.0% | -6.7% | -2.3% | -10.1% |
| All | -19.8% | +5.9% | -25.7% | -24.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling