+1,310.6%
CDNS vs FIS
+374.5%
+936.1%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.1% | -3.6% |
| 7D | -14.0% | +1.1% | -15.1% | -14.5% |
| 30D | -13.2% | -2.2% | -10.9% | -12.5% |
| 3M | -28.9% | +2.1% | -31.0% | -30.4% |
| 6M | -4.2% | -14.7% | +10.5% | +1.8% |
| YTD | -6.4% | -35.7% | +29.3% | +13.8% |
| 1Y | -16.2% | -37.1% | +20.8% | +2.4% |
| 3Y | +20.2% | -20.0% | +40.2% | +26.3% |
| 5Y | +76.6% | -62.1% | +138.8% | +153.6% |
| 10Y | +1,029.7% | -37.4% | +1,067.1% | +1,122.9% |
| All | +1,310.6% | +374.5% | +936.1% | +538.8% |
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 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