+1,099.6%
CDNS vs FTV
+90.8%
+1,008.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.0% | -3.4% |
| 7D | -14.0% | -4.5% | -9.5% | -11.6% |
| 30D | -13.2% | -7.1% | -6.1% | -9.4% |
| 3M | -28.9% | -7.2% | -21.7% | -26.1% |
| 6M | -4.2% | -1.5% | -2.7% | -3.8% |
| YTD | -6.4% | +3.5% | -9.8% | -9.3% |
| 1Y | -16.2% | +20.3% | -36.6% | -26.0% |
| 3Y | +20.2% | -3.1% | +23.3% | +19.0% |
| 5Y | +76.6% | +2.3% | +74.3% | +67.2% |
| 10Y | +1,029.7% | +76.3% | +953.4% | +706.0% |
| All | +1,099.6% | +90.8% | +1,008.8% | +740.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling