+1,872.4%
CDNS vs FIVN
+318.5%
+1,553.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.4% | -1.6% | -3.4% |
| 7D | -14.0% | -2.3% | -11.7% | -13.5% |
| 30D | -13.2% | +12.4% | -25.6% | -16.3% |
| 3M | -28.9% | +36.0% | -64.9% | -35.2% |
| 6M | -4.2% | +86.0% | -90.1% | -20.3% |
| YTD | -6.4% | +65.9% | -72.3% | -20.5% |
| 1Y | -16.2% | +26.5% | -42.7% | -24.2% |
| 3Y | +20.2% | -54.2% | +74.4% | +32.1% |
| 5Y | +76.6% | -80.5% | +157.1% | +125.6% |
| 10Y | +1,029.7% | +109.6% | +920.0% | +859.3% |
| All | +1,872.4% | +318.5% | +1,553.9% | +1,412.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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