+5.6%
CDNS vs FLUT
-64.7%
+70.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.1% | +5.4% | +1.7% |
| 7D | +7.0% | -1.2% | +8.2% | +7.1% |
| 30D | -0.3% | +5.0% | -5.3% | -1.1% |
| 3M | +3.2% | -16.4% | +19.6% | +5.7% |
| 6M | -6.9% | -14.6% | +7.7% | -5.9% |
| YTD | +6.6% | -61.9% | +68.5% | +17.0% |
| 1Y | +5.6% | -65.0% | +70.7% | +16.7% |
| All | +5.6% | -64.7% | +70.4% | +16.7% |
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