+859.4%
C vs FCEL
-99.8%
+959.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.5% |
| 7D | +3.6% | -15.8% | +19.4% | +5.4% |
| 30D | +0.1% | -29.3% | +29.3% | +3.4% |
| 3M | +2.4% | -30.1% | +32.6% | +2.7% |
| 6M | +24.9% | +74.4% | -49.5% | +9.8% |
| YTD | +19.8% | +104.5% | -84.7% | +2.5% |
| 1Y | +44.9% | +281.4% | -236.5% | +12.8% |
| 3Y | +263.0% | -66.1% | +329.1% | +235.2% |
| 5Y | +129.5% | -91.9% | +221.4% | +132.4% |
| 10Y | +291.6% | -99.2% | +390.8% | +243.6% |
| All | +859.4% | -99.8% | +959.2% | +717.6% |
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