+31.2%
CDNS vs FN
+112.9%
-81.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +11.9% | -6.7% | +2.2% |
| 7D | +2.1% | +16.3% | -14.2% | -2.4% |
| 30D | -4.6% | -24.7% | +20.1% | +1.3% |
| 3M | -0.8% | -34.9% | +34.1% | +8.0% |
| 6M | -7.2% | -41.1% | +33.9% | +1.5% |
| YTD | +7.7% | -19.6% | +27.3% | +3.6% |
| 1Y | +3.5% | -18.5% | +22.1% | -1.7% |
| 3Y | +31.2% | +119.1% | -87.9% | -16.6% |
| All | +31.2% | +112.9% | -81.6% | -16.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling