+1,190.7%
CDNS vs FFIV
+126.3%
+1,064.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.2% |
| 7D | -0.1% | -2.9% | +2.9% | +1.5% |
| 30D | -5.5% | -32.4% | +26.9% | +13.6% |
| 3M | +0.5% | -22.7% | +23.2% | +11.8% |
| 6M | -9.6% | -10.7% | +1.1% | -7.3% |
| YTD | +5.3% | +25.4% | -20.0% | -10.9% |
| 1Y | +3.4% | +34.2% | -30.8% | -15.9% |
| 3Y | +25.9% | +101.2% | -75.3% | -19.5% |
| 5Y | +85.8% | +42.0% | +43.8% | +40.2% |
| All | +1,190.7% | +126.3% | +1,064.4% | +626.3% |
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