+1,465.2%
CDNS vs FSLR
+734.5%
+730.8%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.4% | -2.6% | -3.7% |
| 7D | -14.0% | 0.0% | -14.0% | -14.0% |
| 30D | -13.2% | -13.7% | +0.5% | -10.5% |
| 3M | -28.9% | -35.1% | +6.2% | -22.5% |
| 6M | -4.2% | +3.6% | -7.8% | -6.0% |
| YTD | -6.4% | -21.7% | +15.4% | -3.3% |
| 1Y | -16.2% | +1.3% | -17.5% | -18.7% |
| 3Y | +20.2% | +9.7% | +10.5% | +6.9% |
| 5Y | +76.6% | +117.4% | -40.7% | +28.4% |
| 10Y | +1,029.7% | +435.5% | +594.2% | +513.4% |
| All | +1,465.2% | +734.5% | +730.8% | +679.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling