+78.5%
CDNS vs FIX
+933.9%
-855.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.4% | -2.7% | +1.0% |
| 7D | -2.4% | -17.5% | +15.0% | +2.6% |
| 30D | -10.2% | -41.6% | +31.4% | +5.1% |
| 3M | -5.5% | -40.6% | +35.1% | +9.3% |
| 6M | -9.9% | -49.4% | +39.5% | +8.2% |
| YTD | +2.3% | +9.2% | -6.8% | -8.4% |
| 1Y | -1.4% | +6.5% | -7.8% | -11.5% |
| 3Y | +28.1% | +448.7% | -420.6% | -46.6% |
| All | +78.5% | +933.9% | -855.4% | -49.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling