+70.8%
CDNS vs FOXA
+90.4%
-19.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -1.9% | -0.4% |
| 7D | -6.5% | -3.7% | -2.8% | -5.6% |
| 30D | -13.0% | +5.4% | -18.4% | -14.2% |
| 3M | -26.0% | -3.7% | -22.3% | -25.8% |
| 6M | -2.8% | +12.6% | -15.4% | -7.3% |
| YTD | -8.8% | -10.0% | +1.1% | -7.1% |
| 1Y | -15.8% | +15.0% | -30.9% | -20.9% |
| 3Y | +19.7% | +115.1% | -95.4% | -8.4% |
| 5Y | +70.8% | +93.0% | -22.3% | +33.3% |
| All | +70.8% | +90.4% | -19.7% | +33.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling