+42.5%
CI vs FCEL
-91.9%
+134.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.9% | -3.2% | -1.3% |
| 7D | +1.3% | -15.8% | +17.1% | +1.4% |
| 30D | +4.4% | -29.3% | +33.7% | +4.7% |
| 3M | +0.7% | -30.1% | +30.8% | +0.5% |
| 6M | +0.3% | +74.4% | -74.1% | -1.8% |
| YTD | +3.8% | +104.5% | -100.7% | +1.3% |
| 1Y | -5.5% | +281.4% | -286.9% | -8.8% |
| 3Y | +8.1% | -66.1% | +74.2% | +8.4% |
| All | +42.5% | -91.9% | +134.4% | +45.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling