+1,119.6%
CDNS vs FLR
+603.8%
+515.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.3% | -1.7% | -3.4% |
| 7D | -14.0% | +5.4% | -19.4% | -15.2% |
| 30D | -13.2% | +11.4% | -24.5% | -16.1% |
| 3M | -28.9% | +11.4% | -40.3% | -31.5% |
| 6M | -4.2% | +16.6% | -20.8% | -9.6% |
| YTD | -6.4% | +41.7% | -48.1% | -16.3% |
| 1Y | -16.2% | +35.4% | -51.6% | -24.6% |
| 3Y | +20.2% | +57.3% | -37.1% | +0.1% |
| 5Y | +76.6% | +241.0% | -164.3% | +15.8% |
| 10Y | +1,029.7% | +16.6% | +1,013.0% | +695.5% |
| All | +1,119.6% | +603.8% | +515.8% | +325.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling