+53.4%
CL vs FCEL
-99.0%
+152.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +18.8% | -19.2% | -0.5% |
| 7D | -1.4% | +4.0% | -5.3% | -1.4% |
| 30D | -5.2% | -13.1% | +7.9% | -5.2% |
| 3M | +3.3% | +14.6% | -11.3% | +3.1% |
| 6M | -4.4% | +133.7% | -138.1% | -5.1% |
| YTD | +13.9% | +143.0% | -129.0% | +13.0% |
| 1Y | +7.6% | +320.9% | -313.2% | +6.1% |
| 3Y | +29.6% | -58.9% | +88.5% | +29.2% |
| 5Y | +28.1% | -89.7% | +117.7% | +28.4% |
| 10Y | +53.4% | -99.1% | +152.4% | +52.9% |
| All | +53.4% | -99.0% | +152.4% | +52.9% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling