+1,242.9%
CDNS vs FFIV
+132.4%
+1,110.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.2% | +3.0% | +4.0% |
| 7D | +2.1% | -2.1% | +4.2% | +3.3% |
| 30D | -4.6% | -33.8% | +29.2% | +15.9% |
| 3M | -0.8% | -20.6% | +19.8% | +8.7% |
| 6M | -7.2% | -10.2% | +3.0% | -5.2% |
| YTD | +7.7% | +24.5% | -16.8% | -8.6% |
| 1Y | +3.5% | +29.3% | -25.8% | -14.1% |
| 3Y | +31.2% | +103.8% | -72.6% | -16.7% |
| 5Y | +84.5% | +40.9% | +43.7% | +39.8% |
| 10Y | +1,242.9% | +126.6% | +1,116.3% | +647.9% |
| All | +1,242.9% | +132.4% | +1,110.5% | +647.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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