+1,026.7%
CDNS vs FCEL
-99.2%
+1,125.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.9% | +6.0% | +0.4% |
| 7D | -6.5% | +6.3% | -12.8% | -7.0% |
| 30D | -13.0% | -18.8% | +5.8% | -12.3% |
| 3M | -26.0% | -3.8% | -22.2% | -27.0% |
| 6M | -2.8% | +121.1% | -124.0% | -9.6% |
| YTD | -8.8% | +113.3% | -122.1% | -15.4% |
| 1Y | -15.8% | +173.5% | -189.3% | -23.6% |
| 3Y | +19.7% | -63.9% | +83.6% | +15.2% |
| 5Y | +70.8% | -90.7% | +161.4% | +71.8% |
| All | +1,026.7% | -99.2% | +1,125.9% | +1,116.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling