+22.7%
C vs FCEL
+38.4%
-15.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +8.6% | -6.2% | +2.0% |
| 7D | -0.9% | +3.0% | -4.0% | -1.2% |
| 30D | -5.4% | -40.0% | +34.6% | -3.5% |
| 3M | -9.2% | -47.0% | +37.9% | -7.2% |
| 6M | -1.8% | -21.0% | +19.2% | -3.2% |
| YTD | +6.7% | +48.0% | -41.3% | -2.3% |
| All | +22.7% | +38.4% | -15.7% | +10.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling