+4,882.9%
CDNS vs FN
+2,575.5%
+2,307.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -14.2% | +8.8% | -2.1% |
| 7D | -9.1% | -16.0% | +6.8% | -5.9% |
| 30D | -13.4% | -40.1% | +26.7% | -3.1% |
| 3M | -7.6% | -43.9% | +36.3% | +3.8% |
| 6M | -11.9% | -55.6% | +43.7% | +2.5% |
| YTD | -0.4% | -35.7% | +35.3% | +3.3% |
| 1Y | -4.9% | -39.8% | +34.9% | -0.4% |
| 3Y | +24.8% | +80.3% | -55.5% | -4.4% |
| 5Y | +75.0% | +143.3% | -68.3% | +21.9% |
| 10Y | +1,149.2% | +682.3% | +466.9% | +574.7% |
| All | +4,882.9% | +2,575.5% | +2,307.4% | +2,184.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling