+1,099.6%
CCJ vs FCEL
-99.8%
+1,199.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -6.4% | +3.0% | -2.8% |
| 7D | +5.0% | +14.8% | -9.7% | +3.6% |
| 30D | -16.7% | -33.9% | +17.2% | -13.3% |
| 3M | -27.5% | -52.7% | +25.2% | -22.5% |
| 6M | -38.6% | -40.0% | +1.4% | -38.1% |
| YTD | -21.5% | +40.2% | -61.8% | -28.6% |
| 1Y | -22.3% | +32.9% | -55.3% | -29.3% |
| 3Y | +69.9% | -66.8% | +136.7% | +61.2% |
| 5Y | +163.6% | -97.0% | +260.5% | +203.5% |
| 10Y | +782.3% | -99.1% | +881.3% | +734.0% |
| All | +1,099.6% | -99.8% | +1,199.5% | +1,096.4% |
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 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