+1,199.9%
CDNS vs FIS
-52.2%
+1,252.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.7% | -7.4% | -3.3% |
| 7D | -0.1% | +1.5% | -1.6% | -0.8% |
| 30D | -5.5% | -11.8% | +6.3% | -3.8% |
| 3M | +0.5% | -28.5% | +29.1% | +11.4% |
| 6M | -9.6% | -27.0% | +17.4% | -1.6% |
| YTD | +5.3% | -53.1% | +58.4% | +38.9% |
| 1Y | +3.4% | -52.8% | +56.1% | +35.7% |
| 3Y | +25.9% | -37.5% | +63.4% | +40.3% |
| 5Y | +85.8% | -71.1% | +156.9% | +194.0% |
| 10Y | +1,199.9% | -52.0% | +1,251.9% | +1,446.8% |
| All | +1,199.9% | -52.2% | +1,252.1% | +1,446.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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