+21.2%
CDNS vs FFIV
+140.3%
-119.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.6% | -3.8% |
| 7D | -14.0% | -1.0% | -13.1% | -13.5% |
| 30D | -13.2% | -5.1% | -8.1% | -10.8% |
| 3M | -28.9% | -4.5% | -24.4% | -27.4% |
| 6M | -4.2% | +36.5% | -40.6% | -19.8% |
| YTD | -6.4% | +53.0% | -59.3% | -26.5% |
| 1Y | -16.2% | +24.2% | -40.4% | -26.7% |
| All | +21.2% | +140.3% | -119.1% | -25.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling