+7,172.0%
CDNS vs FCEL
-99.8%
+7,271.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.5% | -7.2% | -1.3% |
| 7D | -0.1% | +3.9% | -4.0% | -0.5% |
| 30D | -5.5% | -33.1% | +27.6% | -2.3% |
| 3M | +0.5% | -43.0% | +43.5% | +4.4% |
| 6M | -9.6% | -31.3% | +21.7% | -11.0% |
| YTD | +5.3% | +49.8% | -44.5% | -5.5% |
| 1Y | +3.4% | +48.2% | -44.8% | -7.7% |
| 3Y | +25.9% | -64.6% | +90.4% | +17.0% |
| 5Y | +85.8% | -96.7% | +182.5% | +106.8% |
| 10Y | +1,199.9% | -99.0% | +1,298.9% | +1,047.6% |
| All | +7,172.0% | -99.8% | +7,271.8% | +5,008.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling