+141.6%
FTNT vs CDNS
+19.2%
+122.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.3% | -0.2% |
| 7D | +1.7% | -7.2% | +8.9% | +4.5% |
| 30D | -4.3% | -14.3% | +10.0% | +1.3% |
| 3M | +13.6% | -27.2% | +40.8% | +26.9% |
| 6M | +87.6% | -4.5% | +92.1% | +90.0% |
| YTD | +98.0% | -9.0% | +106.9% | +102.9% |
| 1Y | +96.9% | -21.3% | +118.3% | +110.8% |
| All | +141.6% | +19.2% | +122.4% | +119.8% |
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