-5.7%
C vs FCEL
-26.8%
+21.1%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +11.5% | -11.0% | 0.0% |
| 7D | -2.4% | -11.2% | +8.8% | -2.0% |
| 30D | -6.0% | -45.8% | +39.8% | -4.1% |
| 3M | -10.5% | -51.0% | +40.4% | -8.6% |
| 6M | -5.7% | -22.2% | +16.5% | -4.9% |
| All | -5.7% | -26.8% | +21.1% | -4.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling