+7,207.8%
CI vs FCEL
-99.8%
+7,307.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +11.5% | -14.2% | -3.2% |
| 7D | -1.6% | -11.2% | +9.7% | -1.1% |
| 30D | +5.4% | -45.8% | +51.2% | +8.2% |
| 3M | +7.3% | -51.0% | +58.2% | +10.0% |
| 6M | +5.3% | -22.2% | +27.6% | +3.1% |
| YTD | +8.5% | +36.3% | -27.8% | +2.0% |
| 1Y | +17.1% | +29.0% | -11.9% | +10.1% |
| 3Y | +1.4% | -70.9% | +72.3% | -2.4% |
| 5Y | +50.5% | -96.3% | +146.8% | +56.8% |
| 10Y | +168.5% | -99.1% | +267.6% | +142.4% |
| All | +7,207.8% | -99.8% | +7,307.6% | +6,572.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling