+22.4%
CDNS vs FHN
+131.2%
-108.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.5% | -3.6% | -3.2% |
| 7D | +1.0% | +2.1% | -1.2% | +0.3% |
| 30D | -2.0% | +3.8% | -5.8% | -3.0% |
| 3M | -0.2% | -8.9% | +8.7% | +2.6% |
| 6M | -8.9% | +1.8% | -10.7% | -9.8% |
| YTD | +3.3% | +0.6% | +2.8% | +2.2% |
| 1Y | +2.2% | +12.9% | -10.7% | -2.8% |
| 3Y | +22.4% | +126.4% | -104.0% | +3.6% |
| All | +22.4% | +131.2% | -108.8% | +3.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling