+1,166.2%
CDNS vs FIS
-53.2%
+1,219.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +4.2% | -7.3% | -4.7% |
| 7D | +1.0% | +2.8% | -1.9% | -0.5% |
| 30D | -2.0% | -16.7% | +14.8% | +2.0% |
| 3M | -0.2% | -32.3% | +32.1% | +12.9% |
| 6M | -8.9% | -29.1% | +20.2% | 0.0% |
| YTD | +3.3% | -54.1% | +57.5% | +37.2% |
| 1Y | +2.2% | -53.7% | +55.9% | +35.0% |
| 3Y | +22.4% | -38.8% | +61.2% | +37.2% |
| 5Y | +78.0% | -71.1% | +149.1% | +180.0% |
| All | +1,166.2% | -53.2% | +1,219.4% | +1,392.3% |
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