+76.8%
CDNS vs FLUT
-50.4%
+127.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.2% | -1.8% | -3.5% |
| 7D | -14.0% | -1.6% | -12.4% | -13.7% |
| 30D | -13.2% | +7.7% | -20.9% | -14.9% |
| 3M | -28.9% | -0.7% | -28.2% | -29.4% |
| 6M | -4.2% | -11.2% | +7.0% | -2.6% |
| YTD | -6.4% | -53.4% | +47.1% | +9.7% |
| 1Y | -16.2% | -65.8% | +49.5% | +4.9% |
| 3Y | +20.2% | -44.9% | +65.1% | +33.5% |
| All | +76.8% | -50.4% | +127.2% | +89.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling