+9,374.7%
FTNT vs CDNS
+4,489.8%
+4,884.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.7% | +2.5% |
| 7D | -2.7% | -9.2% | +6.5% | +3.0% |
| 30D | -1.4% | -16.3% | +14.9% | +9.5% |
| 3M | +10.1% | -27.9% | +38.0% | +32.6% |
| 6M | +88.2% | -4.3% | +92.5% | +89.5% |
| YTD | +98.3% | -9.1% | +107.4% | +103.9% |
| 1Y | +96.0% | -21.2% | +117.2% | +117.9% |
| 3Y | +145.8% | +19.4% | +126.4% | +93.6% |
| 5Y | +154.6% | +71.6% | +83.0% | +55.5% |
| 10Y | +2,063.6% | +1,005.1% | +1,058.6% | +291.7% |
| All | +9,374.7% | +4,489.8% | +4,884.9% | +618.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling