+71.5%
CDNS vs FND
-61.3%
+132.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.4% |
| 7D | -7.2% | -0.8% | -6.4% | -7.0% |
| 30D | -14.3% | -19.6% | +5.3% | -8.6% |
| 3M | -27.2% | -4.3% | -22.9% | -27.1% |
| 6M | -4.5% | -20.4% | +15.9% | +0.3% |
| YTD | -9.0% | -21.9% | +12.9% | -4.3% |
| 1Y | -21.3% | -45.2% | +23.9% | -7.5% |
| 3Y | +19.6% | -49.2% | +68.8% | +35.6% |
| 5Y | +71.5% | -61.8% | +133.3% | +115.9% |
| All | +71.5% | -61.3% | +132.8% | +115.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling