+733.9%
C vs FCEL
-99.8%
+833.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +11.5% | -11.0% | -0.7% |
| 7D | -2.4% | -11.2% | +8.8% | -1.4% |
| 30D | -6.0% | -45.8% | +39.8% | -0.1% |
| 3M | -10.5% | -51.0% | +40.4% | -5.0% |
| 6M | -5.7% | -22.2% | +16.5% | -9.2% |
| YTD | +4.1% | +36.3% | -32.1% | -8.0% |
| 1Y | +20.5% | +29.0% | -8.5% | +6.3% |
| 3Y | +208.1% | -70.9% | +279.0% | +186.7% |
| 5Y | +110.4% | -96.3% | +206.7% | +132.5% |
| 10Y | +234.6% | -99.1% | +333.7% | +177.3% |
| All | +733.9% | -99.8% | +833.8% | +633.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling