+31.2%
CDNS vs FSLR
+38.0%
-6.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -4.7% | +9.9% | +5.7% |
| 7D | +2.1% | +5.3% | -3.1% | +1.4% |
| 30D | -4.6% | +7.8% | -12.4% | -5.6% |
| 3M | -0.8% | -23.4% | +22.6% | +2.1% |
| 6M | -7.2% | -12.9% | +5.7% | -6.0% |
| YTD | +7.7% | -26.7% | +34.3% | +10.6% |
| 1Y | +3.5% | -28.4% | +31.9% | +6.6% |
| 3Y | +31.2% | +44.6% | -13.4% | +20.2% |
| All | +31.2% | +38.0% | -6.7% | +20.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling