+0.8%
CDNS vs FLUT
-63.4%
+64.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.5% |
| 7D | +2.4% | -1.5% | +3.9% | +2.6% |
| 30D | -6.0% | +3.4% | -9.4% | -6.5% |
| 3M | -0.1% | -12.5% | +12.4% | +1.5% |
| 6M | -8.6% | -18.5% | +9.9% | -6.6% |
| YTD | +6.1% | -61.6% | +67.7% | +15.2% |
| 1Y | +0.8% | -64.1% | +64.9% | +9.9% |
| All | +0.8% | -63.4% | +64.2% | +9.9% |
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