+180.8%
CEG vs FCEL
-64.7%
+245.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.9% | +3.0% | +4.7% |
| 7D | +8.0% | -15.8% | +23.8% | +9.4% |
| 30D | +12.9% | -29.3% | +42.2% | +15.8% |
| 3M | +13.2% | -30.1% | +43.3% | +13.3% |
| 6M | -7.0% | +74.4% | -81.4% | -17.5% |
| YTD | -15.0% | +104.5% | -119.5% | -26.7% |
| 1Y | -2.7% | +281.4% | -284.1% | -22.6% |
| All | +180.8% | -64.7% | +245.4% | +163.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling