-16.2%
CDNS vs FIVE
+66.7%
-82.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +5.1% | -9.1% | -4.6% |
| 7D | -14.0% | +4.3% | -18.3% | -14.5% |
| 30D | -13.2% | +12.5% | -25.7% | -14.8% |
| 3M | -28.9% | +31.2% | -60.1% | -32.1% |
| 6M | -4.2% | +14.4% | -18.5% | -7.1% |
| YTD | -6.4% | +33.9% | -40.3% | -13.1% |
| 1Y | -16.2% | +65.1% | -81.3% | -27.2% |
| All | -16.2% | +66.7% | -82.9% | -27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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