-16.2%
CDNS vs FIX
+128.3%
-144.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.9% | -5.9% | -4.3% |
| 7D | -14.0% | +6.0% | -20.0% | -14.8% |
| 30D | -13.2% | -7.2% | -5.9% | -12.3% |
| 3M | -28.9% | -15.9% | -13.1% | -27.5% |
| 6M | -4.2% | +12.7% | -16.9% | -7.7% |
| YTD | -6.4% | +72.8% | -79.2% | -16.5% |
| 1Y | -16.2% | +122.9% | -139.1% | -29.5% |
| All | -16.2% | +128.3% | -144.5% | -29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 1y: compounded portfolio wealth divided by compounded FIX 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…
1y analysis · Full analysis span regression · 6 months rolling