+1,223.8%
CDNS vs FTV
+127.6%
+1,096.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.2% | -3.2% |
| 7D | +1.0% | +3.9% | -2.9% | -1.2% |
| 30D | -2.0% | +18.7% | -20.6% | -11.3% |
| 3M | -0.2% | +10.0% | -10.3% | -5.8% |
| 6M | -8.9% | +14.6% | -23.5% | -16.4% |
| YTD | +3.3% | +23.4% | -20.1% | -9.9% |
| 1Y | +2.2% | +31.3% | -29.1% | -14.3% |
| 3Y | +22.4% | +39.8% | -17.4% | -2.4% |
| 5Y | +78.0% | +17.7% | +60.3% | +54.6% |
| 10Y | +1,175.2% | +110.2% | +1,065.0% | +720.6% |
| All | +1,223.8% | +127.6% | +1,096.2% | +734.8% |
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