+1,026.7%
CDNS vs FISV
-2.2%
+1,028.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.1% |
| 7D | -6.5% | -7.2% | +0.7% | -3.7% |
| 30D | -13.0% | -7.2% | -5.8% | -10.5% |
| 3M | -26.0% | -8.2% | -17.8% | -24.3% |
| 6M | -2.8% | -17.7% | +14.9% | +3.6% |
| YTD | -8.8% | -27.2% | +18.3% | +2.0% |
| 1Y | -15.8% | -63.0% | +47.1% | +16.3% |
| 3Y | +19.7% | -59.8% | +79.5% | +43.2% |
| 5Y | +70.8% | -55.8% | +126.6% | +87.2% |
| All | +1,026.7% | -2.2% | +1,028.9% | +625.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 10y: compounded portfolio wealth divided by compounded FISV 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…
10y analysis · Full analysis span regression · 6 months rolling