+1,521.8%
CDNS vs FIS
+224.7%
+1,297.1%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.4% | +6.5% | +5.8% |
| 7D | +2.1% | -29.4% | +31.5% | +17.1% |
| 30D | -4.6% | -16.7% | +12.1% | +0.4% |
| 3M | -0.8% | -33.0% | +32.2% | +15.1% |
| 6M | -7.2% | -33.3% | +26.1% | +6.8% |
| YTD | +7.7% | -56.0% | +63.7% | +50.7% |
| 1Y | +3.5% | -54.6% | +58.1% | +42.5% |
| 3Y | +31.2% | -40.6% | +71.9% | +53.2% |
| 5Y | +84.5% | -71.9% | +156.5% | +193.9% |
| 10Y | +1,242.9% | -55.3% | +1,298.2% | +1,540.9% |
| All | +1,521.8% | +224.7% | +1,297.1% | +746.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling