+16.8%
CDNS vs FND
-49.7%
+66.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.6% | +1.7% | -1.9% |
| 7D | -9.2% | +0.4% | -9.6% | -9.3% |
| 30D | -16.3% | -23.6% | +7.3% | -11.3% |
| 3M | -27.9% | +4.3% | -32.3% | -29.3% |
| 6M | -4.3% | -20.3% | +16.0% | -0.5% |
| YTD | -9.1% | -21.3% | +12.2% | -5.6% |
| 1Y | -21.2% | -45.4% | +24.2% | -10.5% |
| All | +16.8% | -49.7% | +66.5% | +34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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