+54.1%
CCL vs FCEL
-59.7%
+113.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +18.8% | -20.1% | -2.6% |
| 7D | -0.1% | +4.0% | -4.1% | -0.6% |
| 30D | -20.0% | -13.1% | -6.9% | -19.5% |
| 3M | -13.7% | +14.6% | -28.2% | -16.4% |
| 6M | -9.0% | +133.7% | -142.7% | -19.0% |
| YTD | -22.8% | +143.0% | -165.8% | -32.1% |
| 1Y | -25.3% | +320.9% | -346.2% | -38.9% |
| 3Y | +54.1% | -58.9% | +113.0% | +52.2% |
| All | +54.1% | -59.7% | +113.8% | +52.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling