+116.6%
CIEN vs FCEL
-99.9%
+216.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -5.6% | +1.0% | -3.7% |
| 7D | +15.3% | -2.8% | +18.1% | +15.8% |
| 30D | -22.0% | -31.6% | +9.7% | -17.0% |
| 3M | -36.6% | -52.4% | +15.8% | -29.3% |
| 6M | -51.5% | -51.4% | 0.0% | -48.1% |
| YTD | +20.0% | +32.4% | -12.5% | +7.1% |
| 1Y | +44.5% | +37.5% | +7.0% | +27.1% |
| 3Y | +539.0% | -69.3% | +608.3% | +505.0% |
| 5Y | +356.8% | -97.1% | +454.0% | +468.5% |
| 10Y | +1,190.4% | -99.1% | +1,289.6% | +945.5% |
| All | +116.6% | -99.9% | +216.5% | +39.3% |
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