+1,036.6%
CDNS vs FHN
+125.8%
+910.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.2% |
| 7D | -7.2% | 0.0% | -7.2% | -7.2% |
| 30D | -14.3% | -2.6% | -11.7% | -13.8% |
| 3M | -27.2% | 0.0% | -27.2% | -27.3% |
| 6M | -4.5% | +9.2% | -13.8% | -6.4% |
| YTD | -9.0% | +4.3% | -13.3% | -10.1% |
| 1Y | -21.3% | +10.8% | -32.1% | -23.4% |
| 3Y | +19.6% | +130.7% | -111.1% | +0.7% |
| 5Y | +71.5% | +87.4% | -15.8% | +43.9% |
| 10Y | +1,036.6% | +126.9% | +909.7% | +758.4% |
| All | +1,036.6% | +125.8% | +910.8% | +758.4% |
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