+382.8%
CDNS vs FOXA
+90.8%
+292.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.4% | -0.6% | -3.2% |
| 7D | -14.0% | -4.0% | -10.0% | -13.2% |
| 30D | -13.2% | +12.0% | -25.1% | -15.5% |
| 3M | -28.9% | +0.3% | -29.2% | -29.6% |
| 6M | -4.2% | +12.5% | -16.6% | -8.0% |
| YTD | -6.4% | -9.6% | +3.3% | -5.1% |
| 1Y | -16.2% | +8.6% | -24.8% | -19.3% |
| 3Y | +20.2% | +118.5% | -98.4% | -3.8% |
| 5Y | +76.6% | +88.8% | -12.1% | +45.4% |
| All | +382.8% | +90.8% | +292.0% | +252.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling