+6,507.0%
CDNS vs FITB
+2,860.1%
+3,647.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.1% | -4.2% | -3.4% |
| 7D | +1.0% | +2.8% | -1.8% | +0.2% |
| 30D | -2.0% | +9.8% | -11.7% | -4.5% |
| 3M | -0.2% | -5.2% | +4.9% | +1.1% |
| 6M | -8.9% | +17.3% | -26.2% | -13.1% |
| YTD | +3.3% | +19.3% | -16.0% | -2.3% |
| 1Y | +2.2% | +32.7% | -30.5% | -6.2% |
| 3Y | +22.4% | +141.6% | -119.2% | -5.9% |
| 5Y | +78.0% | +48.9% | +29.2% | +52.8% |
| 10Y | +1,175.2% | +216.5% | +958.7% | +715.6% |
| All | +6,507.0% | +2,860.1% | +3,647.0% | +976.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling