+33.6%
CCL vs FCEL
-96.7%
+130.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.0% | +4.8% | +0.5% |
| 7D | +5.8% | -8.3% | +14.1% | +6.9% |
| 30D | +17.3% | -43.0% | +60.2% | +26.7% |
| 3M | +11.3% | -48.2% | +59.5% | +20.3% |
| 6M | +18.5% | -25.0% | +43.4% | +11.6% |
| YTD | +2.8% | +40.6% | -37.8% | -18.2% |
| 1Y | +16.7% | +36.0% | -19.2% | -8.1% |
| 3Y | +146.0% | -66.7% | +212.8% | +120.3% |
| 5Y | +33.6% | -96.7% | +130.3% | +146.4% |
| All | +33.6% | -96.7% | +130.3% | +146.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling