+71.6%
CDNS vs FTV
+4.3%
+67.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.2% | -2.4% |
| 7D | -9.2% | -0.4% | -8.9% | -9.0% |
| 30D | -16.3% | -8.3% | -7.9% | -11.2% |
| 3M | -27.9% | -7.4% | -20.5% | -24.6% |
| 6M | -4.3% | -1.2% | -3.1% | -4.3% |
| YTD | -9.1% | +2.7% | -11.8% | -12.2% |
| 1Y | -21.2% | +18.4% | -39.7% | -31.7% |
| 3Y | +19.4% | -2.0% | +21.4% | +16.3% |
| 5Y | +71.6% | +3.4% | +68.2% | +57.6% |
| All | +71.6% | +4.3% | +67.3% | +57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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