+2,339.0%
CDNS vs FFIV
+6,144.1%
-3,805.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.9% |
| 7D | -0.1% | -2.9% | +2.9% | +0.6% |
| 30D | -5.5% | -32.4% | +26.9% | +2.7% |
| 3M | +0.5% | -22.7% | +23.2% | +5.8% |
| 6M | -9.6% | -10.7% | +1.1% | -8.0% |
| YTD | +5.3% | +25.4% | -20.0% | -0.9% |
| 1Y | +3.4% | +34.2% | -30.8% | -4.3% |
| 3Y | +25.9% | +101.2% | -75.3% | +6.5% |
| 5Y | +85.8% | +42.0% | +43.8% | +69.6% |
| 10Y | +1,199.9% | +126.7% | +1,073.2% | +964.1% |
| All | +2,339.0% | +6,144.1% | -3,805.1% | +848.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling