-80.3%
FIG vs CDNS
-23.5%
-56.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -2.9% | -2.7% | -3.7% |
| 7D | -16.4% | -9.2% | -7.1% | -10.5% |
| 30D | -2.3% | -16.3% | +13.9% | +10.1% |
| 3M | +7.8% | -27.9% | +35.8% | +34.4% |
| 6M | -21.8% | -4.3% | -17.5% | -25.3% |
| YTD | -39.1% | -9.1% | -30.0% | -39.1% |
| 1Y | -56.6% | -21.2% | -35.4% | -52.6% |
| All | -80.3% | -23.5% | -56.8% | -78.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling