+31.2%
CDNS vs FIS
-41.8%
+73.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.4% | +6.5% | +5.4% |
| 7D | +2.1% | -29.4% | +31.5% | +8.0% |
| 30D | -4.6% | -16.7% | +12.1% | -3.6% |
| 3M | -0.8% | -33.0% | +32.2% | +6.4% |
| 6M | -7.2% | -33.3% | +26.1% | -0.8% |
| YTD | +7.7% | -56.0% | +63.7% | +30.1% |
| 1Y | +3.5% | -54.6% | +58.1% | +23.9% |
| 3Y | +31.2% | -40.6% | +71.9% | +40.7% |
| All | +31.2% | -41.8% | +73.0% | +40.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling