+10,621.3%
CDNS vs FLEX
+5,341.7%
+5,279.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +12.0% | -6.8% | +1.7% |
| 7D | +2.1% | -7.2% | +9.3% | +3.7% |
| 30D | -4.6% | -34.8% | +30.1% | +6.7% |
| 3M | -0.8% | -35.6% | +34.8% | +10.9% |
| 6M | -7.2% | -45.0% | +37.8% | +6.6% |
| YTD | +7.7% | +29.4% | -21.7% | -7.5% |
| 1Y | +3.5% | +24.8% | -21.3% | -10.4% |
| 3Y | +31.2% | +304.4% | -273.2% | -21.5% |
| 5Y | +84.5% | +484.1% | -399.5% | -1.6% |
| 10Y | +1,242.9% | +640.4% | +602.5% | +508.0% |
| All | +10,621.3% | +5,341.7% | +5,279.7% | +2,361.7% |
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