+1,166.2%
CDNS vs FCEL
-99.1%
+1,265.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -5.6% | +2.5% | -2.8% |
| 7D | +1.0% | -2.8% | +3.8% | +1.1% |
| 30D | -2.0% | -31.6% | +29.7% | -0.1% |
| 3M | -0.2% | -52.4% | +52.2% | +3.0% |
| 6M | -8.9% | -51.4% | +42.5% | -7.8% |
| YTD | +3.3% | +32.4% | -29.1% | -2.0% |
| 1Y | +2.2% | +37.5% | -35.3% | -3.5% |
| 3Y | +22.4% | -69.3% | +91.6% | +18.7% |
| 5Y | +78.0% | -97.1% | +175.2% | +88.0% |
| All | +1,166.2% | -99.1% | +1,265.3% | +1,278.5% |
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