+1,936.9%
CDNS vs FIX
+8,533.7%
-6,596.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.3% |
| 7D | +2.4% | -13.9% | +16.4% | +5.3% |
| 30D | -6.0% | -35.5% | +29.5% | +2.4% |
| 3M | -0.1% | -33.9% | +33.9% | +7.9% |
| 6M | -8.6% | -43.3% | +34.7% | +1.1% |
| YTD | +6.1% | +18.7% | -12.6% | -1.0% |
| 1Y | +0.8% | +13.8% | -12.9% | -5.4% |
| 3Y | +26.8% | +495.0% | -468.2% | -18.6% |
| 5Y | +86.9% | +1,049.0% | -962.2% | +4.2% |
| 10Y | +1,235.1% | +3,644.4% | -2,409.3% | +465.9% |
| All | +1,936.9% | +8,533.7% | -6,596.7% | +483.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling