+4,588.3%
CDNS vs FERG
+1,335.0%
+3,253.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -2.0% | -2.8% |
| 7D | -9.2% | +3.4% | -12.6% | -9.8% |
| 30D | -16.3% | -11.5% | -4.7% | -14.5% |
| 3M | -27.9% | +1.3% | -29.2% | -28.2% |
| 6M | -4.3% | -1.0% | -3.4% | -4.5% |
| YTD | -9.1% | +3.2% | -12.3% | -10.0% |
| 1Y | -21.2% | -3.0% | -18.3% | -21.3% |
| 3Y | +19.4% | +55.0% | -35.6% | +11.1% |
| 5Y | +71.6% | +72.6% | -1.0% | +56.3% |
| 10Y | +1,005.1% | +358.9% | +646.1% | +850.6% |
| All | +4,588.3% | +1,335.0% | +3,253.2% | +3,693.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded FERG 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling