+17.1%
CDNS vs FOXA
+115.1%
-98.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -1.9% | -0.2% |
| 7D | -6.5% | -3.7% | -2.8% | -5.9% |
| 30D | -13.0% | +5.4% | -18.4% | -13.8% |
| 3M | -26.0% | -3.7% | -22.3% | -25.7% |
| 6M | -2.8% | +12.6% | -15.4% | -6.0% |
| YTD | -8.8% | -10.0% | +1.1% | -7.4% |
| 1Y | -15.8% | +15.0% | -30.9% | -19.7% |
| All | +17.1% | +115.1% | -98.0% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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