+3,420.6%
CDNS vs FLUT
+1,675.5%
+1,745.1%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.5% |
| 7D | +2.4% | -1.5% | +3.9% | +2.5% |
| 30D | -6.0% | +3.4% | -9.4% | -6.4% |
| 3M | -0.1% | -12.5% | +12.4% | +0.6% |
| 6M | -8.6% | -18.5% | +9.9% | -7.5% |
| YTD | +6.1% | -61.6% | +67.7% | +13.5% |
| 1Y | +0.8% | -64.1% | +64.9% | +8.2% |
| 3Y | +26.8% | -44.5% | +71.3% | +32.2% |
| 5Y | +86.9% | -51.3% | +138.1% | +93.5% |
| 10Y | +1,235.1% | -25.6% | +1,260.7% | +1,253.0% |
| All | +3,420.6% | +1,675.5% | +1,745.1% | +3,087.3% |
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