+169.4%
CCJ vs FCEL
-61.1%
+230.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.7% | +5.2% | -0.8% |
| 7D | +4.2% | +15.1% | -10.9% | +2.5% |
| 30D | +3.2% | -16.4% | +19.6% | +4.6% |
| 3M | -1.8% | -5.3% | +3.4% | -3.9% |
| 6M | -13.5% | +124.5% | -138.1% | -24.8% |
| YTD | +9.7% | +126.7% | -116.9% | -4.8% |
| 1Y | +30.0% | +219.9% | -189.9% | +7.6% |
| All | +169.4% | -61.1% | +230.5% | +141.8% |
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 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