+3,472.5%
CDNS vs FLUT
+1,664.3%
+1,808.2%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.4% | +4.8% | +5.2% |
| 7D | +2.1% | -6.5% | +8.6% | +2.7% |
| 30D | -4.6% | +2.8% | -7.4% | -4.9% |
| 3M | -0.8% | -13.5% | +12.7% | 0.0% |
| 6M | -7.2% | -19.0% | +11.8% | -6.1% |
| YTD | +7.7% | -61.9% | +69.5% | +15.2% |
| 1Y | +3.5% | -63.2% | +66.8% | +11.0% |
| 3Y | +31.2% | -46.0% | +77.3% | +37.0% |
| 5Y | +84.5% | -51.8% | +136.3% | +91.2% |
| 10Y | +1,242.9% | -26.1% | +1,269.0% | +1,261.6% |
| All | +3,472.5% | +1,664.3% | +1,808.2% | +3,135.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling