+342.9%
CCJ vs FCEL
-90.4%
+433.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.7% | +5.2% | -0.5% |
| 7D | +4.2% | +15.1% | -10.9% | +1.8% |
| 30D | +3.2% | -16.4% | +19.6% | +5.2% |
| 3M | -1.8% | -5.3% | +3.4% | -5.1% |
| 6M | -13.5% | +124.5% | -138.1% | -30.5% |
| YTD | +9.7% | +126.7% | -116.9% | -12.4% |
| 1Y | +30.0% | +219.9% | -189.9% | -5.2% |
| 3Y | +172.6% | -61.6% | +234.2% | +152.4% |
| 5Y | +342.9% | -90.5% | +433.5% | +446.0% |
| All | +342.9% | -90.4% | +433.3% | +446.0% |
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