+3,007.2%
CDNS vs FLUT
+2,054.3%
+953.0%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.2% | -1.8% | -3.8% |
| 7D | -14.0% | -1.6% | -12.4% | -13.9% |
| 30D | -13.2% | +7.7% | -20.9% | -13.8% |
| 3M | -28.9% | -0.7% | -28.2% | -29.1% |
| 6M | -4.2% | -11.2% | +7.0% | -3.6% |
| YTD | -6.4% | -53.4% | +47.1% | -1.2% |
| 1Y | -16.2% | -65.8% | +49.5% | -9.6% |
| 3Y | +20.2% | -44.9% | +65.1% | +24.9% |
| 5Y | +76.6% | -49.7% | +126.3% | +81.5% |
| 10Y | +1,029.7% | -9.7% | +1,039.4% | +1,029.8% |
| All | +3,007.2% | +2,054.3% | +953.0% | +2,676.1% |
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 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