+1,288.8%
CDNS vs FLR
+520.6%
+768.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.2% | +3.4% | +1.8% |
| 7D | +7.0% | +10.1% | -3.1% | +4.4% |
| 30D | -0.3% | -0.5% | +0.2% | -0.1% |
| 3M | +3.2% | -4.8% | +8.0% | +4.1% |
| 6M | -6.9% | +10.7% | -17.6% | -10.4% |
| YTD | +6.6% | +25.0% | -18.3% | -1.7% |
| 1Y | +5.6% | +8.3% | -2.7% | +0.9% |
| 3Y | +27.4% | +36.8% | -9.4% | +10.0% |
| 5Y | +83.7% | +121.8% | -38.1% | +35.3% |
| 10Y | +1,215.9% | +9.2% | +1,206.8% | +842.4% |
| All | +1,288.8% | +520.6% | +768.2% | +399.4% |
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