+1,044.2%
CDNS vs FTI
+305.3%
+738.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.5% | +1.4% |
| 7D | -1.1% | -4.4% | +3.2% | -0.4% |
| 30D | -10.4% | +1.5% | -11.9% | -10.7% |
| 3M | -24.6% | +8.2% | -32.8% | -25.8% |
| 6M | -1.6% | +18.8% | -20.5% | -4.8% |
| YTD | -7.4% | +71.7% | -79.1% | -15.7% |
| 1Y | -18.4% | +90.0% | -108.5% | -27.1% |
| 3Y | +19.0% | +270.5% | -251.5% | -5.2% |
| 5Y | +73.4% | +1,084.5% | -1,011.1% | +13.2% |
| All | +1,044.2% | +305.3% | +738.9% | +633.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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