+142.8%
CI vs FCEL
-99.1%
+241.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.6% | +5.8% | +0.4% |
| 7D | +1.2% | -2.8% | +4.0% | +1.2% |
| 30D | +2.6% | -31.6% | +34.2% | +3.4% |
| 3M | +7.4% | -52.4% | +59.8% | +9.0% |
| 6M | -0.1% | -51.4% | +51.3% | 0.0% |
| YTD | +9.7% | +32.4% | -22.7% | +5.9% |
| 1Y | +12.1% | +37.5% | -25.4% | +7.9% |
| 3Y | +7.0% | -69.3% | +76.3% | +4.7% |
| 5Y | +49.7% | -97.1% | +146.8% | +55.5% |
| All | +142.8% | -99.1% | +241.9% | +133.0% |
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