+251.7%
CB vs FCEL
-99.1%
+350.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.6% | +6.6% | +1.1% |
| 7D | +2.9% | -2.8% | +5.7% | +3.0% |
| 30D | +7.3% | -31.6% | +38.9% | +7.7% |
| 3M | +9.4% | -52.4% | +61.8% | +10.1% |
| 6M | +19.6% | -51.4% | +71.0% | +19.6% |
| YTD | +21.5% | +32.4% | -10.9% | +19.2% |
| 1Y | +28.0% | +37.5% | -9.5% | +25.3% |
| 3Y | +74.9% | -69.3% | +144.1% | +72.8% |
| 5Y | +108.1% | -97.1% | +205.3% | +112.9% |
| All | +251.7% | -99.1% | +350.8% | +239.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling