+19.4%
CDNS vs FITB
+133.7%
-114.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.3% | -2.7% |
| 7D | -9.2% | +2.8% | -12.1% | -10.0% |
| 30D | -16.3% | -4.5% | -11.7% | -15.2% |
| 3M | -27.9% | +5.7% | -33.6% | -29.1% |
| 6M | -4.3% | +17.1% | -21.4% | -9.2% |
| YTD | -9.1% | +18.3% | -27.4% | -14.2% |
| 1Y | -21.2% | +23.9% | -45.1% | -26.8% |
| 3Y | +19.4% | +131.1% | -111.7% | -2.5% |
| All | +19.4% | +133.7% | -114.3% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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