-2.7%
CEG vs FCEL
+269.1%
-271.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.9% | +3.0% | +4.8% |
| 7D | +8.0% | -15.8% | +23.8% | +9.1% |
| 30D | +12.9% | -29.3% | +42.2% | +15.3% |
| 3M | +13.2% | -30.1% | +43.3% | +13.0% |
| 6M | -7.0% | +74.4% | -81.4% | -17.4% |
| YTD | -15.0% | +104.5% | -119.5% | -27.6% |
| 1Y | -2.7% | +281.4% | -284.1% | -26.2% |
| All | -2.7% | +269.1% | -271.9% | -26.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling