+1,235.1%
CDNS vs FN
+772.0%
+463.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.8% | +3.3% | -0.1% |
| 7D | +2.4% | -4.1% | +6.5% | +3.1% |
| 30D | -6.0% | -28.3% | +22.3% | +2.1% |
| 3M | -0.1% | -33.9% | +33.8% | +9.6% |
| 6M | -8.6% | -43.9% | +35.3% | +2.6% |
| YTD | +6.1% | -23.4% | +29.5% | +4.1% |
| 1Y | +0.8% | -25.4% | +26.2% | -1.1% |
| 3Y | +26.8% | +107.9% | -81.1% | -17.5% |
| 5Y | +86.9% | +195.1% | -108.2% | +3.3% |
| 10Y | +1,235.1% | +794.1% | +441.0% | +438.7% |
| All | +1,235.1% | +772.0% | +463.2% | +438.7% |
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