+4.1%
CDNS vs FHN
+10.6%
-6.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -6.2% |
| 3M | -0.1% | -6.0% | +5.9% | +0.8% |
| 6M | -8.6% | -2.9% | -5.6% | -8.4% |
| YTD | +6.1% | +0.7% | +5.4% | +3.9% |
| All | +4.1% | +10.6% | -6.5% | +0.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling