+71.3%
CDNS vs FLNC
-70.4%
+141.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.5% | -0.9% | +1.2% |
| 7D | -1.1% | -4.1% | +2.9% | -0.7% |
| 30D | -10.4% | -24.8% | +14.3% | -7.3% |
| 3M | -24.6% | -59.1% | +34.5% | -16.3% |
| 6M | -1.6% | -42.0% | +40.3% | +1.9% |
| YTD | -7.4% | -49.8% | +42.4% | -4.4% |
| 1Y | -18.4% | +43.1% | -61.5% | -29.6% |
| 3Y | +19.0% | -61.0% | +79.9% | +10.5% |
| All | +71.3% | -70.4% | +141.7% | +53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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