+70.6%
CDNS vs FTI
+1,145.2%
-1,074.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | -7.2% | -2.3% | -4.9% | -6.7% |
| 30D | -14.3% | +5.0% | -19.3% | -15.1% |
| 3M | -27.2% | +13.8% | -41.0% | -29.3% |
| 6M | -4.5% | +22.9% | -27.4% | -9.0% |
| YTD | -9.0% | +75.0% | -83.9% | -19.5% |
| 1Y | -21.3% | +96.9% | -118.2% | -32.4% |
| 3Y | +19.6% | +276.7% | -257.1% | -9.9% |
| All | +70.6% | +1,145.2% | -1,074.6% | +0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling