+5,887.0%
CDNS vs FHN
+1,824.4%
+4,062.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.1% | -3.9% | -4.0% |
| 7D | -14.0% | +1.2% | -15.2% | -14.3% |
| 30D | -13.2% | -4.7% | -8.5% | -12.0% |
| 3M | -28.9% | +3.5% | -32.5% | -29.8% |
| 6M | -4.2% | +7.8% | -12.0% | -6.6% |
| YTD | -6.4% | +5.9% | -12.2% | -8.5% |
| 1Y | -16.2% | +12.5% | -28.7% | -19.8% |
| 3Y | +20.2% | +117.2% | -97.0% | -7.6% |
| 5Y | +76.6% | +86.5% | -9.9% | +32.4% |
| 10Y | +1,029.7% | +125.7% | +903.9% | +605.1% |
| All | +5,887.0% | +1,824.4% | +4,062.6% | +1,556.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling