+1.4%
CI vs FCEL
-74.5%
+75.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +11.5% | -14.2% | -2.5% |
| 7D | -1.6% | -11.2% | +9.7% | -1.6% |
| 30D | +5.4% | -45.8% | +51.2% | +5.1% |
| 3M | +7.3% | -51.0% | +58.2% | +6.9% |
| 6M | +5.3% | -22.2% | +27.6% | +4.5% |
| YTD | +8.5% | +36.3% | -27.8% | +7.4% |
| 1Y | +17.1% | +29.0% | -11.9% | +15.9% |
| 3Y | +1.4% | -70.9% | +72.3% | +1.9% |
| All | +1.4% | -74.5% | +75.9% | +1.9% |
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