+19.4%
CDNS vs FLEX
+475.0%
-455.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.4% | -7.3% | -4.1% |
| 7D | -9.2% | +7.0% | -16.2% | -11.0% |
| 30D | -16.3% | -5.8% | -10.4% | -15.1% |
| 3M | -27.9% | -24.2% | -3.7% | -23.7% |
| 6M | -4.3% | +90.8% | -95.1% | -28.8% |
| YTD | -9.1% | +89.2% | -98.3% | -32.7% |
| 1Y | -21.2% | +104.7% | -125.9% | -44.4% |
| 3Y | +19.4% | +478.1% | -458.7% | -39.1% |
| All | +19.4% | +475.0% | -455.6% | -39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 FLEX 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