-87.5%
CDE vs FCEL
-99.8%
+12.2%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -5.9% | +2.8% | -2.5% |
| 7D | -6.1% | +6.3% | -12.3% | -6.9% |
| 30D | +9.5% | -18.8% | +28.3% | +10.9% |
| 3M | +32.0% | -3.8% | +35.8% | +28.7% |
| 6M | -12.8% | +121.1% | -133.9% | -24.3% |
| YTD | +14.2% | +113.3% | -99.1% | -0.6% |
| 1Y | +36.3% | +173.5% | -137.2% | +13.6% |
| 3Y | +821.4% | -63.9% | +885.3% | +773.5% |
| 5Y | +194.3% | -90.7% | +284.9% | +204.4% |
| 10Y | +53.2% | -99.2% | +152.4% | +44.8% |
| All | -87.5% | -99.8% | +12.2% | -87.2% |
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 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