-80.8%
FIG vs CDNS
-23.3%
-57.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.5% |
| 7D | -12.2% | -6.5% | -5.7% | -8.0% |
| 30D | -11.0% | -13.0% | +2.0% | -2.1% |
| 3M | +11.9% | -26.0% | +37.9% | +36.6% |
| 6M | -21.9% | -2.8% | -19.1% | -26.5% |
| YTD | -40.8% | -8.8% | -31.9% | -40.9% |
| 1Y | -56.6% | -15.8% | -40.8% | -53.1% |
| All | -80.8% | -23.3% | -57.5% | -79.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling