-1.4%
CDNS vs FIX
+3.4%
-4.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.4% | -2.7% | +1.9% |
| 7D | -2.4% | -17.5% | +15.0% | 0.0% |
| 30D | -10.2% | -41.6% | +31.4% | -2.9% |
| 3M | -5.5% | -40.6% | +35.1% | +1.8% |
| 6M | -9.9% | -49.4% | +39.5% | -1.1% |
| YTD | +2.3% | +9.2% | -6.8% | -1.4% |
| 1Y | -1.4% | +6.5% | -7.8% | -4.2% |
| All | -1.4% | +3.4% | -4.8% | -4.2% |
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