+155.8%
FTNT vs CDNS
+70.8%
+85.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | +1.6% | -6.5% | +8.1% | +5.2% |
| 30D | -1.9% | -13.0% | +11.1% | +5.6% |
| 3M | +14.4% | -26.0% | +40.4% | +33.2% |
| 6M | +88.7% | -2.8% | +91.5% | +88.4% |
| YTD | +100.0% | -8.8% | +108.9% | +105.1% |
| 1Y | +99.9% | -15.8% | +115.7% | +112.9% |
| 3Y | +147.9% | +19.7% | +128.2% | +91.8% |
| 5Y | +155.8% | +70.8% | +85.0% | +48.2% |
| All | +155.8% | +70.8% | +85.0% | +48.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling