+127.0%
CIEN vs FCEL
-99.9%
+226.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.4% | +5.7% | +0.3% |
| 7D | +27.4% | +14.8% | +12.6% | +24.8% |
| 30D | -26.6% | -33.9% | +7.3% | -21.5% |
| 3M | -32.0% | -52.7% | +20.7% | -24.1% |
| 6M | -49.1% | -40.0% | -9.0% | -47.3% |
| YTD | +25.7% | +40.2% | -14.5% | +11.3% |
| 1Y | +40.3% | +32.9% | +7.4% | +24.0% |
| 3Y | +566.2% | -66.8% | +633.0% | +523.4% |
| 5Y | +378.7% | -97.0% | +475.7% | +490.6% |
| 10Y | +1,252.3% | -99.1% | +1,351.4% | +986.2% |
| All | +127.0% | -99.9% | +226.9% | +44.7% |
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