-0.9%
CCL vs FCEL
-90.4%
+89.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.7% | +4.5% | -1.2% |
| 7D | -4.4% | +15.1% | -19.5% | -6.7% |
| 30D | -18.2% | -16.4% | -1.8% | -16.8% |
| 3M | -17.7% | -5.3% | -12.5% | -21.3% |
| 6M | -13.0% | +124.5% | -137.5% | -32.7% |
| YTD | -24.5% | +126.7% | -151.2% | -42.7% |
| 1Y | -26.9% | +219.9% | -246.8% | -50.7% |
| 3Y | +50.8% | -61.6% | +112.4% | +41.2% |
| 5Y | -0.9% | -90.5% | +89.6% | +29.5% |
| All | -0.9% | -90.4% | +89.5% | +29.5% |
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