+19.6%
CCI vs FCEL
-99.2%
+118.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.9% | +4.2% | -1.6% |
| 7D | -4.4% | +6.3% | -10.7% | -4.6% |
| 30D | +0.3% | -18.8% | +19.1% | +0.7% |
| 3M | -20.0% | -3.8% | -16.1% | -20.8% |
| 6M | -14.5% | +121.1% | -135.7% | -18.4% |
| YTD | -14.9% | +113.3% | -128.1% | -18.8% |
| 1Y | -17.7% | +173.5% | -191.2% | -22.6% |
| 3Y | -12.4% | -63.9% | +51.5% | -14.5% |
| 5Y | -50.1% | -90.7% | +40.6% | -50.2% |
| All | +19.6% | -99.2% | +118.7% | +17.4% |
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 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