+77.1%
CDNS vs FIVE
+16.7%
+60.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.9% | -3.0% |
| 7D | +1.0% | +2.7% | -1.7% | +0.3% |
| 30D | -2.0% | +12.7% | -14.6% | -4.7% |
| 3M | -0.2% | +2.1% | -2.3% | -1.2% |
| 6M | -8.9% | +17.5% | -26.4% | -13.5% |
| YTD | +3.3% | +31.0% | -27.6% | -5.3% |
| 1Y | +2.2% | +67.7% | -65.5% | -12.4% |
| 3Y | +22.4% | +43.4% | -21.0% | +2.1% |
| All | +77.1% | +16.7% | +60.4% | +62.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling