+84.5%
CDNS vs FLUT
-53.8%
+138.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.4% | +4.8% | +5.1% |
| 7D | +2.1% | -6.5% | +8.6% | +3.5% |
| 30D | -4.6% | +2.8% | -7.4% | -5.5% |
| 3M | -0.8% | -13.5% | +12.7% | +1.4% |
| 6M | -7.2% | -19.0% | +11.8% | -4.4% |
| YTD | +7.7% | -61.9% | +69.5% | +31.2% |
| 1Y | +3.5% | -63.2% | +66.8% | +26.7% |
| 3Y | +31.2% | -46.0% | +77.3% | +47.1% |
| 5Y | +84.5% | -51.8% | +136.3% | +94.1% |
| All | +84.5% | -53.8% | +138.3% | +94.1% |
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