+4,730.0%
CDNS vs FERG
+1,348.4%
+3,381.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.3% | -6.3% | -4.4% |
| 7D | -14.0% | 0.0% | -14.0% | -14.0% |
| 30D | -13.2% | -10.2% | -3.0% | -11.6% |
| 3M | -28.9% | -0.6% | -28.3% | -29.0% |
| 6M | -4.2% | -6.5% | +2.4% | -3.5% |
| YTD | -6.4% | +4.2% | -10.5% | -7.4% |
| 1Y | -16.2% | -2.3% | -14.0% | -16.4% |
| 3Y | +20.2% | +48.5% | -28.3% | +12.3% |
| 5Y | +76.6% | +72.0% | +4.6% | +60.7% |
| 10Y | +1,029.7% | +369.9% | +659.8% | +869.6% |
| All | +4,730.0% | +1,348.4% | +3,381.6% | +3,801.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling