+1,209.3%
CDNS vs FHN
+90.9%
+1,118.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | +2.4% | +0.9% | +1.5% | +2.3% |
| 30D | -6.0% | +2.1% | -8.1% | -6.4% |
| 3M | -0.1% | -6.0% | +5.9% | +1.1% |
| 6M | -8.6% | -2.9% | -5.6% | -8.2% |
| YTD | +6.1% | +0.7% | +5.4% | +5.5% |
| 1Y | +0.8% | +11.0% | -10.2% | -1.8% |
| 3Y | +26.8% | +130.3% | -103.5% | +6.8% |
| 5Y | +86.9% | +61.3% | +25.6% | +62.0% |
| All | +1,209.3% | +90.9% | +1,118.4% | +940.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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