+1,026.6%
CDNS vs FN
+899.8%
+126.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +3.1% | -7.1% | -4.9% |
| 7D | -14.0% | -1.7% | -12.3% | -13.6% |
| 30D | -13.2% | -22.0% | +8.8% | -7.8% |
| 3M | -28.9% | -43.0% | +14.1% | -18.4% |
| 6M | -4.2% | -27.7% | +23.6% | -0.9% |
| YTD | -6.4% | -10.5% | +4.2% | -10.7% |
| 1Y | -16.2% | +12.5% | -28.7% | -26.9% |
| 3Y | +20.2% | +153.8% | -133.6% | -25.0% |
| 5Y | +76.6% | +288.0% | -211.4% | -8.5% |
| All | +1,026.6% | +899.8% | +126.9% | +350.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 10y: compounded portfolio wealth divided by compounded FN 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…
10y analysis · Full analysis span regression · 6 months rolling