-80.9%
FIG vs CDNS
-23.4%
-57.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.2% | -3.4% | -3.4% |
| 7D | -14.5% | -7.2% | -7.3% | -9.9% |
| 30D | -13.3% | -14.3% | +0.9% | -3.7% |
| 3M | +7.4% | -27.2% | +34.6% | +32.8% |
| 6M | -27.8% | -4.5% | -23.3% | -30.9% |
| YTD | -41.1% | -9.0% | -32.2% | -41.2% |
| 1Y | -58.7% | -21.3% | -37.4% | -54.9% |
| All | -80.9% | -23.4% | -57.5% | -79.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CDNS.
Daily Out/Under-Performance
Portfolio return minus CDNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDNS 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 10y: compounded portfolio wealth divided by compounded CDNS 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…
10y analysis · Full analysis span regression · 6 months rolling