-43.4%
CCL vs FCEL
-99.2%
+55.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.9% | +4.9% | -0.5% |
| 7D | -4.3% | +6.3% | -10.6% | -5.0% |
| 30D | -19.0% | -18.8% | -0.2% | -17.9% |
| 3M | -13.1% | -3.8% | -9.3% | -15.2% |
| 6M | -13.3% | +121.1% | -134.4% | -24.1% |
| YTD | -25.2% | +113.3% | -138.5% | -34.9% |
| 1Y | -27.2% | +173.5% | -200.7% | -39.3% |
| 3Y | +49.2% | -63.9% | +113.1% | +39.8% |
| 5Y | +0.4% | -90.7% | +91.0% | +3.8% |
| All | -43.4% | -99.2% | +55.8% | -42.1% |
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