+19.2%
CDNS vs FIX
+782.4%
-763.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.9% | -5.9% | -4.5% |
| 7D | -14.0% | +6.0% | -20.0% | -15.4% |
| 30D | -13.2% | -7.2% | -5.9% | -11.6% |
| 3M | -28.9% | -15.9% | -13.1% | -26.4% |
| 6M | -4.2% | +12.7% | -16.9% | -10.3% |
| YTD | -6.4% | +72.8% | -79.2% | -24.1% |
| 1Y | -16.2% | +122.9% | -139.1% | -38.7% |
| All | +19.2% | +782.4% | -763.2% | -43.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling