-19.3%
CDNS vs FRMI
-77.3%
+58.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +11.5% | -14.5% | -3.4% |
| 7D | -9.2% | +23.3% | -32.6% | -10.1% |
| 30D | -16.3% | -7.6% | -8.6% | -16.2% |
| 3M | -27.9% | +0.2% | -28.1% | -28.6% |
| 6M | -4.3% | -28.7% | +24.4% | -4.3% |
| YTD | -9.1% | -28.6% | +19.5% | -8.8% |
| All | -19.3% | -77.3% | +58.0% | -20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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