+1,910.4%
FTNT vs CDNS
+1,098.6%
+811.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.1% | +1.3% | 0.0% |
| 7D | +7.1% | +1.0% | +6.1% | +6.4% |
| 30D | -30.9% | -2.0% | -28.9% | -30.4% |
| 3M | -23.1% | -0.2% | -22.9% | -23.8% |
| 6M | +8.1% | -8.9% | +17.0% | +11.4% |
| YTD | +60.2% | +3.3% | +56.9% | +51.5% |
| 1Y | +57.0% | +2.2% | +54.8% | +49.0% |
| 3Y | +152.9% | +22.4% | +130.5% | +97.2% |
| 5Y | +85.9% | +78.0% | +7.9% | +9.2% |
| All | +1,910.4% | +1,098.6% | +811.9% | +329.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CDNS.
Daily Out/Under-Performance
Portfolio return minus CDNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDNS 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 10y: compounded portfolio wealth divided by compounded CDNS 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…
10y analysis · Full analysis span regression · 6 months rolling