+22.8%
CB vs FCEL
+269.1%
-246.3%
-9.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.9% | -3.8% | -1.9% |
| 7D | +0.5% | -15.8% | +16.3% | +0.1% |
| 30D | -3.1% | -29.3% | +26.2% | -3.8% |
| 3M | +9.0% | -30.1% | +39.1% | +8.4% |
| 6M | +2.9% | +74.4% | -71.6% | +4.2% |
| YTD | +10.1% | +104.5% | -94.4% | +11.7% |
| 1Y | +22.8% | +281.4% | -258.6% | +25.6% |
| All | +22.8% | +269.1% | -246.3% | +25.6% |
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 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