+25.6%
CDNS vs FITB
+142.6%
-117.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.1% | -1.4% |
| 7D | +2.4% | +0.5% | +2.0% | +2.3% |
| 30D | -6.0% | +7.0% | -13.0% | -7.8% |
| 3M | -0.1% | -4.4% | +4.3% | +1.2% |
| 6M | -8.6% | +11.6% | -20.1% | -11.9% |
| YTD | +6.1% | +18.6% | -12.5% | -0.3% |
| 1Y | +0.8% | +29.8% | -29.0% | -8.2% |
| All | +25.6% | +142.6% | -117.0% | +6.2% |
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