+1,242.9%
CDNS vs FIVE
+596.6%
+646.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +5.6% | -0.4% | +3.8% |
| 7D | +2.1% | +6.2% | -4.1% | +0.6% |
| 30D | -4.6% | +18.2% | -22.8% | -8.6% |
| 3M | -0.8% | +3.8% | -4.6% | -2.2% |
| 6M | -7.2% | +13.7% | -20.9% | -11.4% |
| YTD | +7.7% | +34.7% | -27.1% | -2.2% |
| 1Y | +3.5% | +66.6% | -63.1% | -11.2% |
| 3Y | +31.2% | +44.3% | -13.1% | +8.7% |
| 5Y | +84.5% | +18.8% | +65.8% | +55.9% |
| 10Y | +1,242.9% | +569.2% | +673.7% | +754.0% |
| All | +1,242.9% | +596.6% | +646.3% | +754.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling