+9,225.0%
CDNS vs FLEX
+7,523.3%
+1,701.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.5% | -5.5% | -4.4% |
| 7D | -14.0% | -0.9% | -13.1% | -13.8% |
| 30D | -13.2% | -10.1% | -3.0% | -10.6% |
| 3M | -28.9% | -31.3% | +2.4% | -22.0% |
| 6M | -4.2% | +71.3% | -75.4% | -22.6% |
| YTD | -6.4% | +81.2% | -87.6% | -26.0% |
| 1Y | -16.2% | +98.5% | -114.7% | -36.0% |
| 3Y | +20.2% | +428.2% | -408.1% | -32.6% |
| 5Y | +76.6% | +657.3% | -580.6% | -11.6% |
| 10Y | +1,029.7% | +995.9% | +33.8% | +363.0% |
| All | +9,225.0% | +7,523.3% | +1,701.6% | +1,870.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling