+24.7%
CDNS vs FCEL
-64.6%
+89.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.5% | -7.2% | -1.1% |
| 7D | -0.1% | +3.9% | -4.0% | -0.4% |
| 30D | -5.5% | -33.1% | +27.6% | -3.7% |
| 3M | +0.5% | -43.0% | +43.5% | +2.8% |
| 6M | -9.6% | -31.3% | +21.7% | -10.2% |
| YTD | +5.3% | +49.8% | -44.5% | -0.9% |
| 1Y | +3.4% | +48.2% | -44.8% | -3.0% |
| All | +24.7% | -64.6% | +89.3% | +19.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling