+76.8%
CDNS vs FLEX
+665.2%
-588.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.5% | -5.5% | -4.5% |
| 7D | -14.0% | -0.9% | -13.1% | -13.7% |
| 30D | -13.2% | -10.1% | -3.0% | -10.2% |
| 3M | -28.9% | -31.3% | +2.4% | -20.8% |
| 6M | -4.2% | +71.3% | -75.4% | -29.6% |
| YTD | -6.4% | +81.2% | -87.6% | -33.5% |
| 1Y | -16.2% | +98.5% | -114.7% | -43.9% |
| 3Y | +20.2% | +428.2% | -408.1% | -52.2% |
| All | +76.8% | +665.2% | -588.4% | -47.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling