-34.0%
CCL vs FCEL
-99.1%
+65.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.6% | +5.2% | +0.1% |
| 7D | -1.2% | -2.8% | +1.6% | -1.0% |
| 30D | +13.1% | -31.6% | +44.8% | +16.6% |
| 3M | +3.4% | -52.4% | +55.8% | +9.3% |
| 6M | +18.7% | -51.4% | +70.1% | +21.0% |
| YTD | -2.3% | +32.4% | -34.7% | -11.9% |
| 1Y | +14.2% | +37.5% | -23.3% | +1.8% |
| 3Y | +133.6% | -69.3% | +202.8% | +120.7% |
| 5Y | +33.5% | -97.1% | +130.6% | +50.7% |
| All | -34.0% | -99.1% | +65.1% | -30.0% |
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 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