+7,257.8%
CI vs FCEL
-99.8%
+7,357.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +8.6% | -7.9% | +0.3% |
| 7D | +0.1% | +3.0% | -2.9% | -0.1% |
| 30D | +4.7% | -40.0% | +44.7% | +6.9% |
| 3M | +5.2% | -47.0% | +52.3% | +7.5% |
| 6M | +3.8% | -21.0% | +24.8% | +1.6% |
| YTD | +9.2% | +48.0% | -38.8% | +2.3% |
| 1Y | +14.3% | +43.9% | -29.6% | +6.8% |
| 3Y | +8.4% | -67.5% | +75.9% | +3.8% |
| 5Y | +50.0% | -96.7% | +146.7% | +57.5% |
| 10Y | +142.2% | -99.0% | +241.2% | +118.3% |
| All | +7,257.8% | -99.8% | +7,357.6% | +6,590.9% |
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 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