+1,157.5%
CDNS vs FIVE
+563.4%
+594.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +2.8% |
| 7D | -2.4% | -0.3% | -2.2% | -2.4% |
| 30D | -10.2% | +17.7% | -27.8% | -13.8% |
| 3M | -5.5% | +4.0% | -9.4% | -6.9% |
| 6M | -9.9% | +2.6% | -12.5% | -11.7% |
| YTD | +2.3% | +27.6% | -25.2% | -5.8% |
| 1Y | -1.4% | +59.9% | -61.3% | -14.6% |
| 3Y | +28.1% | +35.8% | -7.7% | +7.8% |
| 5Y | +79.7% | +14.4% | +65.3% | +53.2% |
| All | +1,157.5% | +563.4% | +594.1% | +713.0% |
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