-18.4%
CDNS vs FTI
+89.7%
-108.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.5% | +1.4% |
| 7D | -1.1% | -4.4% | +3.2% | -0.6% |
| 30D | -10.4% | +1.5% | -11.9% | -10.6% |
| 3M | -24.6% | +8.2% | -32.8% | -25.4% |
| 6M | -1.6% | +18.8% | -20.5% | -4.9% |
| YTD | -7.4% | +71.7% | -79.1% | -14.1% |
| 1Y | -18.4% | +90.0% | -108.5% | -27.7% |
| All | -18.4% | +89.7% | -108.1% | -27.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling