+1,005.1%
CDNS vs FIVE
+475.1%
+530.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.7% | -3.7% | -3.1% |
| 7D | -9.2% | +3.7% | -12.9% | -10.1% |
| 30D | -16.3% | +4.0% | -20.2% | -17.3% |
| 3M | -27.9% | +36.2% | -64.2% | -33.8% |
| 6M | -4.3% | +18.0% | -22.3% | -9.7% |
| YTD | -9.1% | +34.9% | -44.0% | -17.3% |
| 1Y | -21.2% | +67.9% | -89.1% | -32.6% |
| 3Y | +19.4% | +57.3% | -37.9% | -3.5% |
| 5Y | +71.6% | +39.5% | +32.1% | +39.1% |
| 10Y | +1,005.1% | +496.4% | +508.6% | +599.8% |
| All | +1,005.1% | +475.1% | +530.0% | +599.8% |
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