+17.1%
CDNS vs FWONK
+44.4%
-27.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.5% |
| 7D | -6.5% | -1.5% | -5.0% | -6.1% |
| 30D | -13.0% | -6.8% | -6.2% | -11.2% |
| 3M | -26.0% | +7.7% | -33.7% | -28.2% |
| 6M | -2.8% | +11.0% | -13.8% | -6.9% |
| YTD | -8.8% | -3.1% | -5.7% | -8.8% |
| 1Y | -15.8% | -3.5% | -12.4% | -15.7% |
| All | +17.1% | +44.4% | -27.2% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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