+76.3%
CL vs FCEL
-98.9%
+175.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +8.6% | -7.2% | +1.4% |
| 7D | +0.5% | +3.0% | -2.5% | +0.5% |
| 30D | +11.6% | -40.0% | +51.6% | +11.7% |
| 3M | +5.6% | -47.0% | +52.6% | +5.7% |
| 6M | +13.2% | -21.0% | +34.2% | +12.8% |
| YTD | +26.9% | +48.0% | -21.1% | +26.0% |
| 1Y | +27.3% | +43.9% | -16.5% | +26.4% |
| 3Y | +39.7% | -67.5% | +107.2% | +39.2% |
| 5Y | +41.3% | -96.7% | +138.0% | +43.1% |
| 10Y | +76.3% | -99.0% | +175.3% | +75.1% |
| All | +76.3% | -98.9% | +175.2% | +75.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling