+2.2%
CDNS vs FLR
+8.4%
-6.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.1% | -2.0% | -2.8% |
| 7D | +1.0% | +5.4% | -4.4% | -0.3% |
| 30D | -2.0% | +2.8% | -4.8% | -2.7% |
| 3M | -0.2% | -6.4% | +6.2% | +0.4% |
| 6M | -8.9% | +8.8% | -17.7% | -11.7% |
| YTD | +3.3% | +23.6% | -20.3% | -4.5% |
| 1Y | +2.2% | +13.8% | -11.6% | -1.8% |
| All | +2.2% | +8.4% | -6.1% | -1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 1y: compounded portfolio wealth divided by compounded FLR 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…
1y analysis · Full analysis span regression · 6 months rolling