+479.1%
CCL vs FCEL
-99.8%
+578.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -0.1% |
| 7D | -5.0% | -15.8% | +10.8% | -3.6% |
| 30D | -20.3% | -29.3% | +8.9% | -17.9% |
| 3M | -15.1% | -30.1% | +15.0% | -14.8% |
| 6M | -15.1% | +74.4% | -89.6% | -24.5% |
| YTD | -21.8% | +104.5% | -126.3% | -32.1% |
| 1Y | -24.8% | +281.4% | -306.2% | -40.1% |
| 3Y | +51.9% | -66.1% | +118.0% | +42.4% |
| 5Y | +4.0% | -91.9% | +95.9% | +9.3% |
| 10Y | -42.2% | -99.2% | +57.0% | -43.7% |
| All | +479.1% | -99.8% | +578.9% | +438.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling