+626.9%
CEG vs FCEL
-87.9%
+714.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.7% | +5.0% | -1.1% |
| 7D | +1.3% | +15.1% | -13.7% | -0.3% |
| 30D | +8.8% | -16.4% | +25.3% | +10.1% |
| 3M | +17.0% | -5.3% | +22.2% | +13.5% |
| 6M | -8.7% | +124.5% | -133.2% | -23.1% |
| YTD | -16.4% | +126.7% | -143.1% | -30.4% |
| 1Y | -1.8% | +219.9% | -221.6% | -23.0% |
| 3Y | +175.8% | -61.6% | +237.4% | +156.8% |
| All | +626.9% | -87.9% | +714.9% | +676.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling