+71.5%
CDNS vs FLR
+245.1%
-173.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.3% | +1.0% |
| 7D | -7.2% | -3.1% | -4.1% | -6.5% |
| 30D | -14.3% | +4.9% | -19.2% | -15.4% |
| 3M | -27.2% | +10.8% | -38.0% | -29.8% |
| 6M | -4.5% | +19.7% | -24.2% | -10.6% |
| YTD | -9.0% | +38.4% | -47.3% | -18.2% |
| 1Y | -21.3% | +34.7% | -56.0% | -29.3% |
| 3Y | +19.6% | +56.7% | -37.1% | -1.3% |
| 5Y | +71.5% | +241.6% | -170.1% | +15.2% |
| All | +71.5% | +245.1% | -173.5% | +15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling