+71.6%
CDNS vs FHN
+88.9%
-17.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.1% | -1.9% | -2.7% |
| 7D | -9.2% | +2.7% | -11.9% | -9.7% |
| 30D | -16.3% | -3.1% | -13.1% | -15.8% |
| 3M | -27.9% | +2.3% | -30.3% | -28.3% |
| 6M | -4.3% | +9.7% | -14.1% | -6.1% |
| YTD | -9.1% | +4.7% | -13.8% | -10.2% |
| 1Y | -21.2% | +13.8% | -35.0% | -23.4% |
| 3Y | +19.4% | +131.6% | -112.2% | +6.1% |
| 5Y | +71.6% | +91.1% | -19.5% | +52.9% |
| All | +71.6% | +88.9% | -17.3% | +52.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling