+1,082.1%
CCJ vs FCEL
-99.9%
+1,181.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.6% | +4.1% | -0.9% |
| 7D | -0.8% | -2.8% | +2.0% | -0.5% |
| 30D | -13.2% | -31.6% | +18.5% | -9.9% |
| 3M | -27.6% | -52.4% | +24.8% | -22.7% |
| 6M | -38.7% | -51.4% | +12.7% | -36.7% |
| YTD | -22.7% | +32.4% | -55.1% | -29.3% |
| 1Y | -17.6% | +37.5% | -55.1% | -25.3% |
| 3Y | +62.7% | -69.3% | +132.0% | +55.6% |
| 5Y | +159.7% | -97.1% | +256.9% | +200.8% |
| 10Y | +769.3% | -99.1% | +868.5% | +726.5% |
| All | +1,082.1% | -99.9% | +1,181.9% | +1,085.7% |
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