+6,646.7%
CB vs FCEL
-99.8%
+6,746.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.9% | -3.8% | -2.0% |
| 7D | +0.5% | -15.8% | +16.3% | +1.3% |
| 30D | -3.1% | -29.3% | +26.2% | -1.7% |
| 3M | +9.0% | -30.1% | +39.1% | +8.8% |
| 6M | +2.9% | +74.4% | -71.6% | -3.5% |
| YTD | +10.1% | +104.5% | -94.4% | +1.8% |
| 1Y | +22.8% | +281.4% | -258.6% | +8.3% |
| 3Y | +73.8% | -66.1% | +139.9% | +66.4% |
| 5Y | +99.2% | -91.9% | +191.0% | +98.8% |
| 10Y | +218.2% | -99.2% | +317.4% | +195.7% |
| All | +6,646.7% | -99.8% | +6,746.5% | +5,880.8% |
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