+7,100.1%
CB vs FCEL
-99.9%
+7,200.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.6% | -9.1% | -0.9% |
| 7D | -1.5% | +3.0% | -4.5% | -1.8% |
| 30D | +6.5% | -40.0% | +46.5% | +8.8% |
| 3M | +4.1% | -47.0% | +51.1% | +6.4% |
| 6M | +14.4% | -21.0% | +35.4% | +11.9% |
| YTD | +17.5% | +48.0% | -30.5% | +9.7% |
| 1Y | +27.5% | +43.9% | -16.3% | +18.8% |
| 3Y | +71.6% | -67.5% | +139.1% | +63.6% |
| 5Y | +100.6% | -96.7% | +197.3% | +110.9% |
| 10Y | +243.0% | -99.0% | +342.0% | +207.4% |
| All | +7,100.1% | -99.9% | +7,200.0% | +6,340.5% |
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 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