+2,068.1%
CDNS vs FFIV
+7,518.9%
-5,450.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.6% | -3.9% |
| 7D | -14.0% | -1.0% | -13.1% | -13.8% |
| 30D | -13.2% | -5.1% | -8.1% | -12.2% |
| 3M | -28.9% | -4.5% | -24.4% | -28.2% |
| 6M | -4.2% | +36.5% | -40.6% | -10.8% |
| YTD | -6.4% | +53.0% | -59.3% | -15.1% |
| 1Y | -16.2% | +24.2% | -40.4% | -20.6% |
| 3Y | +20.2% | +137.2% | -117.0% | -1.4% |
| 5Y | +76.6% | +91.8% | -15.1% | +51.9% |
| 10Y | +1,029.7% | +215.2% | +814.5% | +766.8% |
| All | +2,068.1% | +7,518.9% | -5,450.8% | +712.3% |
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 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