-16.2%
CDNS vs FCEL
+269.1%
-285.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.9% | -5.9% | -4.1% |
| 7D | -14.0% | -15.8% | +1.8% | -13.2% |
| 30D | -13.2% | -29.3% | +16.1% | -11.7% |
| 3M | -28.9% | -30.1% | +1.2% | -28.6% |
| 6M | -4.2% | +74.4% | -78.6% | -11.4% |
| YTD | -6.4% | +104.5% | -110.9% | -14.8% |
| 1Y | -16.2% | +281.4% | -297.6% | -27.2% |
| All | -16.2% | +269.1% | -285.3% | -27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 1y: compounded portfolio wealth divided by compounded FCEL 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…
1y analysis · Full analysis span regression · 6 months rolling