+2,072.5%
FTNT vs CDNS
+1,060.3%
+1,012.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.3% | -2.6% |
| 7D | -0.1% | -1.1% | +1.0% | +0.4% |
| 30D | -3.0% | -10.4% | +7.5% | +3.3% |
| 3M | +7.6% | -24.6% | +32.2% | +25.5% |
| 6M | +87.0% | -1.6% | +88.6% | +85.2% |
| YTD | +96.5% | -7.4% | +104.0% | +99.8% |
| 1Y | +92.9% | -18.4% | +111.4% | +110.2% |
| 3Y | +139.8% | +19.0% | +120.9% | +89.3% |
| 5Y | +151.3% | +73.4% | +77.9% | +50.3% |
| All | +2,072.5% | +1,060.3% | +1,012.2% | +384.6% |
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