+71.8%
CB vs FCEL
-74.5%
+146.2%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +11.5% | -13.3% | -1.6% |
| 7D | +0.2% | -11.2% | +11.5% | +0.1% |
| 30D | +9.1% | -45.8% | +54.8% | +8.0% |
| 3M | +3.4% | -51.0% | +54.4% | +2.4% |
| 6M | +14.1% | -22.2% | +36.3% | +14.1% |
| YTD | +18.0% | +36.3% | -18.2% | +18.9% |
| 1Y | +30.1% | +29.0% | +1.1% | +31.2% |
| 3Y | +71.8% | -70.9% | +142.7% | +72.4% |
| All | +71.8% | -74.5% | +146.2% | +72.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling