-1.1%
CDNS vs FLUT
-63.1%
+62.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.3% | +4.1% | +2.1% |
| 7D | -3.8% | +4.2% | -7.9% | -4.3% |
| 30D | -6.8% | +8.0% | -14.8% | -8.0% |
| 3M | -3.3% | -22.1% | +18.8% | +0.4% |
| 6M | -5.7% | -21.7% | +16.0% | -3.0% |
| YTD | +5.4% | -62.0% | +67.4% | +15.5% |
| 1Y | -1.1% | -63.2% | +62.1% | +8.6% |
| All | -1.1% | -63.1% | +62.0% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 FLUT 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