+78.5%
CDNS vs FN
+170.4%
-91.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +11.7% | -8.9% | -0.4% |
| 7D | -2.4% | 0.0% | -2.4% | -3.3% |
| 30D | -10.2% | -34.3% | +24.1% | -0.4% |
| 3M | -5.5% | -39.9% | +34.4% | +6.1% |
| 6M | -9.9% | -51.8% | +42.0% | +5.2% |
| YTD | +2.3% | -28.1% | +30.5% | +1.7% |
| 1Y | -1.4% | -29.1% | +27.7% | -2.5% |
| 3Y | +28.1% | +102.4% | -74.4% | -18.7% |
| All | +78.5% | +170.4% | -91.9% | -6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling