+2,399.6%
CDNS vs FIVE
+868.1%
+1,531.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +5.1% | -9.1% | -5.1% |
| 7D | -14.0% | +4.3% | -18.3% | -14.8% |
| 30D | -13.2% | +12.5% | -25.7% | -15.6% |
| 3M | -28.9% | +31.2% | -60.1% | -33.3% |
| 6M | -4.2% | +14.4% | -18.5% | -8.1% |
| YTD | -6.4% | +33.9% | -40.3% | -13.4% |
| 1Y | -16.2% | +65.1% | -81.3% | -26.3% |
| 3Y | +20.2% | +49.0% | -28.8% | +1.6% |
| 5Y | +76.6% | +30.3% | +46.3% | +50.0% |
| 10Y | +1,029.7% | +481.1% | +548.6% | +640.4% |
| All | +2,399.6% | +868.1% | +1,531.4% | +1,409.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling