+71.5%
CDNS vs FITB
+70.3%
+1.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.4% |
| 7D | -7.2% | -0.4% | -6.8% | -7.1% |
| 30D | -14.3% | -5.1% | -9.1% | -12.9% |
| 3M | -27.2% | +3.5% | -30.7% | -28.1% |
| 6M | -4.5% | +17.2% | -21.7% | -9.6% |
| YTD | -9.0% | +17.6% | -26.6% | -14.1% |
| 1Y | -21.3% | +23.4% | -44.7% | -27.0% |
| 3Y | +19.6% | +129.7% | -110.2% | -9.7% |
| 5Y | +71.5% | +68.4% | +3.1% | +45.4% |
| All | +71.5% | +70.3% | +1.3% | +45.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling