+152.9%
FTNT vs CDNS
+23.9%
+129.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.1% | +1.3% | -0.7% |
| 7D | +7.1% | +1.0% | +6.1% | +6.7% |
| 30D | -30.9% | -2.0% | -28.9% | -30.5% |
| 3M | -23.1% | -0.2% | -22.9% | -23.2% |
| 6M | +8.1% | -8.9% | +17.0% | +10.8% |
| YTD | +60.2% | +3.3% | +56.9% | +56.2% |
| 1Y | +57.0% | +2.2% | +54.8% | +53.5% |
| 3Y | +152.9% | +22.4% | +130.5% | +125.4% |
| All | +152.9% | +23.9% | +129.0% | +125.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling