+140.4%
CI vs FCEL
-99.0%
+239.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +18.8% | -20.6% | -2.3% |
| 7D | -2.0% | +4.0% | -6.0% | -2.2% |
| 30D | -1.8% | -13.1% | +11.3% | -1.6% |
| 3M | -4.2% | +14.6% | -18.8% | -5.6% |
| 6M | +2.7% | +133.7% | -131.0% | -1.8% |
| YTD | +1.9% | +143.0% | -141.0% | -2.9% |
| 1Y | -6.3% | +320.9% | -327.1% | -12.7% |
| 3Y | +3.9% | -58.9% | +62.7% | +1.3% |
| 5Y | +41.9% | -89.7% | +131.5% | +41.7% |
| 10Y | +140.4% | -99.1% | +239.5% | +138.7% |
| All | +140.4% | -99.0% | +239.4% | +138.7% |
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 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