+940.3%
CDNS vs FND
+61.4%
+878.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.4% | +5.6% | +2.5% |
| 7D | +7.0% | -5.1% | +12.2% | +8.6% |
| 30D | -0.3% | +9.2% | -9.5% | -3.1% |
| 3M | +3.2% | -17.7% | +20.9% | +8.2% |
| 6M | -6.9% | +2.5% | -9.4% | -9.4% |
| YTD | +6.6% | -19.8% | +26.4% | +10.2% |
| 1Y | +5.6% | -22.7% | +28.3% | +10.0% |
| 3Y | +27.4% | -38.3% | +65.7% | +35.3% |
| 5Y | +83.7% | -63.0% | +146.7% | +116.0% |
| All | +940.3% | +61.4% | +878.9% | +733.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling