-2.8%
CDNS vs FLNC
-39.2%
+36.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.2% | +4.4% | +0.7% |
| 7D | -6.5% | -5.0% | -1.5% | -6.0% |
| 30D | -13.0% | -26.1% | +13.1% | -9.3% |
| 3M | -26.0% | -55.2% | +29.2% | -18.1% |
| 6M | -2.8% | -42.6% | +39.8% | +7.5% |
| All | -2.8% | -39.2% | +36.4% | +7.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling