-21.3%
CDNS vs FSLR
-0.5%
-20.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.8% | +4.9% | +0.8% |
| 7D | -7.2% | +0.2% | -7.4% | -7.3% |
| 30D | -14.3% | -15.1% | +0.9% | -12.5% |
| 3M | -27.2% | -22.5% | -4.7% | -25.0% |
| 6M | -4.5% | +4.0% | -8.5% | -3.5% |
| YTD | -9.0% | -22.3% | +13.3% | -6.2% |
| 1Y | -21.3% | 0.0% | -21.4% | -19.9% |
| All | -21.3% | -0.5% | -20.8% | -19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLR.
Daily Out/Under-Performance
Portfolio return minus FSLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLR 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 1y: compounded portfolio wealth divided by compounded FSLR 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…
1y analysis · Full analysis span regression · 6 months rolling