+150.3%
CI vs FCEL
-99.1%
+249.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -5.0% | +7.5% | +2.7% |
| 7D | +2.6% | -8.3% | +10.9% | +2.7% |
| 30D | +7.3% | -43.0% | +50.3% | +8.6% |
| 3M | +9.5% | -48.2% | +57.6% | +10.8% |
| 6M | +6.4% | -25.0% | +31.4% | +5.2% |
| YTD | +12.0% | +40.6% | -28.6% | +7.9% |
| 1Y | +20.1% | +36.0% | -15.9% | +15.6% |
| 3Y | +9.6% | -66.7% | +76.3% | +7.0% |
| 5Y | +52.7% | -96.7% | +149.4% | +57.9% |
| 10Y | +150.3% | -99.0% | +249.3% | +138.0% |
| All | +150.3% | -99.1% | +249.4% | +138.0% |
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