+19.4%
CDNS vs FIS
-22.6%
+42.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.9% | +3.0% | -1.2% |
| 7D | -9.2% | -3.5% | -5.8% | -8.3% |
| 30D | -16.3% | -7.8% | -8.4% | -14.4% |
| 3M | -27.9% | +0.8% | -28.8% | -28.7% |
| 6M | -4.3% | -21.9% | +17.6% | +2.3% |
| YTD | -9.1% | -39.5% | +30.4% | +4.4% |
| 1Y | -21.2% | -41.0% | +19.8% | -9.0% |
| 3Y | +19.4% | -23.6% | +43.0% | +25.8% |
| All | +19.4% | -22.6% | +42.0% | +25.8% |
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 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