+1,036.6%
CDNS vs FLUT
-10.4%
+1,047.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.5% | +0.4% |
| 7D | -7.2% | -2.6% | -4.6% | -6.8% |
| 30D | -14.3% | +5.4% | -19.6% | -15.1% |
| 3M | -27.2% | -10.8% | -16.4% | -26.3% |
| 6M | -4.5% | -9.2% | +4.7% | -3.7% |
| YTD | -9.0% | -53.8% | +44.9% | +0.8% |
| 1Y | -21.3% | -66.0% | +44.6% | -9.3% |
| 3Y | +19.6% | -44.7% | +64.2% | +28.6% |
| 5Y | +71.5% | -50.6% | +122.1% | +78.8% |
| 10Y | +1,036.6% | -10.4% | +1,047.0% | +1,144.4% |
| All | +1,036.6% | -10.4% | +1,047.0% | +1,144.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling