+103.2%
CB vs FCEL
-96.5%
+199.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +11.5% | -13.3% | -1.7% |
| 7D | +0.2% | -11.2% | +11.5% | +0.2% |
| 30D | +9.1% | -45.8% | +54.8% | +8.8% |
| 3M | +3.4% | -51.0% | +54.4% | +3.2% |
| 6M | +14.1% | -22.2% | +36.3% | +13.5% |
| YTD | +18.0% | +36.3% | -18.2% | +16.9% |
| 1Y | +30.1% | +29.0% | +1.1% | +28.9% |
| 3Y | +71.8% | -70.9% | +142.7% | +72.1% |
| All | +103.2% | -96.5% | +199.7% | +119.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling