+10,465.5%
CDNS vs FLEX
+5,196.9%
+5,268.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.7% | +1.2% | -0.7% |
| 7D | +2.4% | -13.6% | +16.1% | +6.3% |
| 30D | -6.0% | -36.5% | +30.5% | +5.9% |
| 3M | -0.1% | -36.4% | +36.4% | +12.1% |
| 6M | -8.6% | -46.5% | +37.9% | +5.9% |
| YTD | +6.1% | +25.9% | -19.8% | -8.1% |
| 1Y | +0.8% | +19.6% | -18.7% | -11.7% |
| 3Y | +26.8% | +287.0% | -260.2% | -23.2% |
| 5Y | +86.9% | +466.6% | -379.8% | +0.5% |
| 10Y | +1,235.1% | +626.9% | +608.2% | +507.7% |
| All | +10,465.5% | +5,196.9% | +5,268.7% | +2,345.0% |
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