+71.5%
CDNS vs FCEL
-90.4%
+161.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.7% | +6.9% | +0.7% |
| 7D | -7.2% | +15.1% | -22.3% | -8.5% |
| 30D | -14.3% | -16.4% | +2.2% | -13.4% |
| 3M | -27.2% | -5.3% | -21.9% | -29.0% |
| 6M | -4.5% | +124.5% | -129.0% | -16.7% |
| YTD | -9.0% | +126.7% | -135.6% | -21.3% |
| 1Y | -21.3% | +219.9% | -241.2% | -35.8% |
| 3Y | +19.6% | -61.6% | +81.2% | +14.8% |
| 5Y | +71.5% | -90.5% | +162.0% | +95.6% |
| All | +71.5% | -90.4% | +161.9% | +95.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling