+84.5%
CDNS vs FIS
-71.8%
+156.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.4% | +6.5% | +5.5% |
| 7D | +2.1% | -29.4% | +31.5% | +10.3% |
| 30D | -4.6% | -16.7% | +12.1% | -2.2% |
| 3M | -0.8% | -33.0% | +32.2% | +8.2% |
| 6M | -7.2% | -33.3% | +26.1% | +0.8% |
| YTD | +7.7% | -56.0% | +63.7% | +32.9% |
| 1Y | +3.5% | -54.6% | +58.1% | +26.5% |
| 3Y | +31.2% | -40.6% | +71.9% | +44.7% |
| 5Y | +84.5% | -71.9% | +156.5% | +160.4% |
| All | +84.5% | -71.8% | +156.3% | +160.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling